Yes, she takes two AA batteries in her back under her saddle
. As cadance says, clean the contacts if they are a but rusty and also, check you have the batteries the right way around.
The clips that hold the saddle in place are very delicate and break easily so that might be why the saddle won;t stay on.
Other than that, if the lights still don;t work then the wiring inside may be broken
Jem