Update: thanks to mustkill he let me know that the staff was available to him way before collecting everything so he was able to do it while completing the levels. Not sure if Thais is true to some but keep checking the artifact store to see if it pops up.
Once you collect all the coins in Chrono castle and collect everything including artifacts, coins(make sure you collect the seven coins during the credits) and costumes you will have the opportunity to purchase the Filumina artifact.
Go to abilities and turn it on.
Now most of the lights are at the beginning of every level except 5. 2 levels(free fall levels) you must make you way all the way to the bottom. 10 of them you can light them at the beginning of the level then leave. On the 3 levels you have to travel towards the end if you light them then die they will still be lit so don't worry about starting over just leave.
Here's the list:
I : at the beginning just collect and leave through the door.
II : a little further but still visible on the screen.
III : at the beginning
V : go to the teleporter on the bottom right, it's in the room you teleported to.
VI : This one is all the way at the bottom.
VII : make your way to the left where the key card door is, collect the ME and it's on top of where the two coins are.
VIII : This one is at the end of the level the last platform you have to jump up to get the second coin.
IX : Yes, this one is towards the end but instead of jumping down to where the coin is jump up and the light is at the top.
X : At the bottom, once you answer all the questions correctly, make sure you paid attention to the game lol
XII: it's easier to do this one with the etherizer ability on, unless you're trying to get the achievement, it's doable but risky. Towards the end, it's on the second to last platform before you leave.
XIII - XV : right at the beginning
I don't see the need for a video as this is pretty simple but here's one for those who are having trouble, provided by mustkill.