Kevin,
If you have followed the Dragonfly wiring diagram, the stop light and horn will be working because they are wired direct to the battery. Everything else (headlight, sidelight, taillight and ignition) is wired via the main switch. To check out the wiring, start by removing the feed wire from the ignition unit and connect it to a low wattage test bulb. Turning the switch clockwise to the first position should cause the bulb to light (this checks that you have power going to the switch). Turning the switch to the next clockwise position will give you a headlight. Turning to the last position will give you sidelight. Check by connecting the test bulb to each wire in turn. Poor connections can often be traced to bad contacts on the main switch
Turning the switch anti-clockwise from the 'off' position gives 'emergency ignition' (this is self energising so doesn't rely on the battery). The last position anti-clockwise gives parking lights only. You should only be able to remove the key when the switch is in the 'off' or 'parking' positions.
Hope this helps,
Eddie.