Car won't start, new battery ,but no lights

Some batteries have to be charged before they are sold. It either wasn't charged, it's a bad battery even though its new, or you have a fusible link or fuse burned out somewhere.

If the engine doesn't crank then battery is not charged as smearcase suggests.

Use a 12V bulb to check if the battery is working fine. If not then get the battery checked.
Check battery terminals for corrosion and correct + / - wires.
Check fuses
Check the main relay - usually a 35A fuse in the fuse box. Smell to see if it's burnt out.