You want to know if the wires are connected correctly so it "reacts" to headlights. Just go to a nav screen (either the 3d one or the overhead one) and turn on your lights. Does the screen get dark? If so the illumination wire is connected correctly. If not, then they didn't hook up the illumination wire.
You can also check the connection screen, hit menu go to settings, then hardware and then connection status I believe. There is an ILLUMINATION line, turn the lights on and off and it will change the state on that line if it's connected correctly.
If it is, turn your lights on and off when you see the "starting pioneer navigation" text screen when you turn the car on. If it's not connected correctly, you can flash your lights till the cows come home and it won't do anything.
Mooo... oh one just came home.