My understanding is that the EU has a bunch of rules about bike lights that don't apply anywhere else in the world.
So in Europe your bike is much more likely to have a hard-wired light and perhaps a dynamo to power it. With the advent of ebikes, a hard-wired battery powered light becomes more convenient.
Your Bafang motor is not an ebike - the controller is probably a generic part as is the dashboard panel. That it has a Lights button doesn't mean there's anything to connect it to and control.
Instead, check the details of your specific brand of bike, and if theres nothing useful, look for generic details on your controller and console boards. It is possible there's a +12V DC switched terminal, or it might be a 6V AC terminal intended to use existing dynamo lights. Or some third option is also conceivable... a 3V circuit with the frame as ground might also be a valid option because its 2x carbon battery cells, like the bike lights of old.
If you're not up for manipulating wires, then perhaps stick with some battery lights for your bike. At least they won't run down your main motive battery.
European law varies from state to state.
Example:
Germany – Dynamos are required by law, they must be attached, the battery light alone is not permitted (except for race bikes)...
Austria – Battery lights are allowed and they can be detachable...
Switzerland - Battery lights are allowed and they can be detachable, must be seen from 100m, ...
Netherlands – Battery lights are allowed, detachable or fixed to the body, ...
France – Battery lights are allowed, detached only, ...
page 16 of https://www.anec.eu/images/Publications/technical-studies/ANEC-RT-2012-TRAF-002.pdf
Upshot, in Germany your ebike is not legal for lighting unless it has a dynamo as well. Nominally, your ebike with a hardwired light is still battery powered. Whether this is enforced, is another question.