@Kristóf You're correct about how the connections between wires are illustrated.
But, with the light switch (#23) in the "PO" or "ON" positions (PO = POS), yellow/red from the stator (main feed to the lights) changes to brown at the 3-pin connector, then at the light switch this connects to blue. The blue wire (which also branches off to the speedo/tacho illumination bulbs #32) then goes to the main switch (#24) where it connects to blue/red with the main switch in the "ON" position. Blue/red then goes to the auxiliary bulb (#26) and tail/brake light (#14) and so illuninates them.
It's confusing because the DT125R has AC lighting unlike a lot of bikes which run DC; look at the yellow/red wire coming from the stator (#7) and you'll see that after the 4-pin connector it splits into two. One side goes to the light switch (#23) and the other goes to the battery (#10) via the regulator/rectifier (#9) which changes the AC output from the stator into DC to charge the battery.
The DT125R is quite unique in this respect and one advantage of this setup is you can run a very high wattage headlamp bulb without flattening the battery. I always ran this one and even owners of bigger bikes were amazed how bright my headlamp was:
https://www.ebay.co.uk/itm/161339938963?hash=item25909c1893:g:1~UAAOSwewJTn~QT&amdata=enc%3AAQAIAAAAwF8Gw72CnU%2FbU0Zeu1tjSRJFvfcr8SwbZT4fRnA6WLf6yF0iSX4F43bpTTUSgtfBlW1qXJSqMRtuS3Z1Luu%2FAD2VbsWrYvQrEc7oksN8VfDpaJHi6ZYW7zMtJnc%2F1be5np%2B6CZfap%2Frggb9cb01JyCQriOkPtIXXi8yWcKEn3mLr0%2Bhj6%2FoeZKr0o8Jl3vVA6Hka4%2F2xaD1awxGTbT2XEJFqjhxzyuYbuNe8sKHYOq%2Fho75%2FaGbmg%2FihQpqKGR%2B4kA%3D%3D|tkp%3ABk9SR6iwz8zLYg
In fact looking again at the main switch #24 can make this easier to understand; when in the "Park" position, red from tha battery connects to blue/red, illuminating the auxiliary/tail lights with a direct DC supply from the battery.
Hope this helps!