The Search Light control is on the right side of the Secondary Screen, third button from the bottom.
Yes, your 'Mech has headlights! In night missions, you can turn on your search light and get a better view of the area in front of your 'Mech's torso and can provide you better vision in foggy conditions.
The downside to this is that the other 'Mechs can also see your Search Light...
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