The number one cause for this issue is no 12-volt power is being supplied to the trailer.
Note: If your trailer comes with a 12-volt battery package, the lights will work for a short time until the battery is drained of power. If no 12-volt power is being supplied to the trailer from the tow vehicle.
Check the vehicle receptacle plug for 12-volt power. (Top RH pin of the receptacle plug)
If no power is being supplied to this pin, locate the power fuse for the tow package in the tow vehicle fuse box. If the fuse is bad, replace the fuse. (Note, most of the newer model trucks do not come with a fuse in the power block installed in the tow package.) If so, install the vehicle manufactures recommended fuse.
If this does not correct the issue, please contact your Cimarron dealer for assistance.