We just bought a french door refrigerator and now the light does not work in either the freezer or refrigerator compartment.
There is nothing in the troubleshooting section of the manual except to check the SAb. We did that, it is not the problem. Everything else works fine.
Any ideas?

If you just got it, I would recommend calling an authorized servicer to repair it. It wouldn't cost you anything, unless something you did caused the lights to not work. Since both lights are non-functional, I don't think that's very likely. If you still want to go it alone, get me a model number, and we can go from there.