Lighting your dolls house
There are various ways to light a dolls house and depending who you speak  too, there's different ideas on the order to go about it.
Were going to break it down into easy and moderately advanced, but because we don't want to overwhelm anyone, we will avoid advanced in this write-up.

Options to consider;
Hard wire

Tape wire 

Hard wire;
This is the quickest method, although a little restricted. All lights come with wire ready attached and in most cases a two pin plug is also included. You will only need to buy your lights, transformer, socket strip and possibly extension sockets, plus a small drill and drill bit if you don't already own one. 

Tape wire;
A more flexible method than using a socket strip, especially if you have a medium to large dolls house. Tape wire can be used to create a circuit on the back, so all wires from lights will easily reach and be connected. Also ideal if you want a slightly more advanced system and add a circuit inside each room for table lamps, fires, etc.  You will need enough tape wire for the back and around each room, some eyelets (small for connecting any joints) and large to insert, ready for two pin plugs, lead, junction splice, transformer, drill and 1.3mm + 1.5mm drill bits. We would also suggest a test probe and a pilot hole punch as it is so much easier for inserting eyelets into tape wire than hammering them in.  

Order of events;
Best to start by painting or papering your ceilings for either of the above methods. Much easier than trying to decorate around a light fitting later. 
Decide where each ceiling light is to be fitted and drill holes up into the room above.
Run the wire from each light along the floor above (in a groove if possible) and out the back before you fit any floor covering. Carpet or floorboards will help hide these wires later.
If you intend fitting wall lights and fires on the back walls of each room, again best to decorate first then fix the light to that wall and pass the wires out the back.
For an internal circuit using tape wire you must fit this first then paper over it before adding eyelets wherever you require a socket. This method is more flexible as it can be run all around each room, hidden under your wallpaper and then add more eyelets anywhere along the tape wire later.
So your lights and wires are in place and now they need connecting at the back, either by plugging into a socket strip or tape wire.
The socket strip lead will be connected to a transformer.
If you've used tape wire then you need to add a junction splice to the circuit then connect a lead to this and your transformer.