I need to wire 2 lights to an o scale e unit for directional lighting. Forward , one light works, reverse ...other light works.
What is the current "output" that controls the light?
If it is on/off, that's easy. You need a SPDT (single pole, double throw) relay.
The on/off control will control the relay coil. Wire constant power to the switching common contact. Wire the (-) lead for each light to the ground for that same power source.
Wire the (+) side of one light to the NO (normally open) relay contact. Wire the (+) for the 2nd light to the NC (normally closed) relay contact. With no power applied to the relay, the light connected to the NC contact will be lit. When the relay is energized, the light attached to the NO contact will be lit.