Make sure you have a light bulb rated for the low voltage that a AA battery supplies. AA are 1.5 volts. A flash light bulb should work. One wire will go to the bottom of your battery and go to the base of the light bulb. The other wire will go ot the top of your battery and it will go on the little dimple on the very bottom of your bulb.
Connect one pole of the battery to one terminal of the bulb. Connect the other pole of the battery to the other terminal of the bulb. That will complete the circuit and the bulb will glow.