Do you have a bridge to look at? This really is easy stuff.
There are a few kinds of bridges.
They all have 4 connections, 2 in, 2 out.
The AC from the stepper goes into the terminals marked ~.
The positive terminal is usually different somehow. Longer wire, sideways to the others, a notch off the corner... or a big + next to it.
so 2 wires from a coil go to the 2 terminals marked ~.
the 'different' terminal goes to battery positive.
the other terminal goes to battery negative.
It takes a bridge for each coil set. Most steppers need 2 bridges.
With 5 wire steppers, the 5th wire can cause some problems.
It doesn't look like it will on paper, but the meter shows it does.
I sometimes get more power out of either coil, than when both are connected!
Bridges have losses. For just lighting a bulb, not charging a battery, it will work better without bridges, just connect the AC out pairs each to their own bulb.
Most steppers seem good for voltage, but not good for amps. A bulb rated at 3V and 150ma is not going to work as well as a 6V 75ma bulb. A 9V 50ma bulb may be even better. Even though they are all 0.45 watts.
VxA=W and 3x0.150 = 6x0.075 = 9x0.050 = 0.45 watts
Radio $hack has bulbs in the store with the voltage and amps listed on the package.