Do the lights you have-in-hand have resistors pre-wired into them?
Although it seems backwards, for dcc the "positive" wire is the common wire (what I'd think of as the ground), and the "negative" wire is the switched wire.
I've found one can just "experiment" to discover what works:
Put the engine on dcc powered track.
Turn the headlights on using your dcc controller (even though they're not yet connected to the dcc decoder).
Locate where the leads connect.
Try the light "one way", and if it doesn't light, try it the other way.
Make a note on paper so you won't forget
(like I would).
I get pre-wired LEDs with resistors on ebay. 1.8 or 1.9mm sizes. See this link:
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On these, the red wire is positive (the common wire), and the black wire is negative (the "Switched" wire).