I saw the video and it looks to me the switch turns off the fan, but you want the other lights turned off individually, is this correct?
I'll explain how power works in the game, because it's not as simple as it sounds. You can actually try this out yourself if you want to do more testing.
For understanding the basics, let's assume we have 6 wall panels snapped together and each wall has a light attached to it. This is now our grid, and it's important to understand this because power is applied as a 2x2x2 grid in the game, not by wires.
Conduit placement is critical in order to control the grid. In our 6 panel wall, placing a conduit on the first panel will give power to the 2nd panel as well, but panels 3-6 will be powerless.
If we move the conduit to the center of panel 2, half of panel 1 gets panel and half of panel 3 gets power. As you can see, shifting the power also shifts the grid.
Since grids are minimum 2x2, you can only switch lights on/off on individual grids, not individual lights.
To do what you would like, as close as you could get it, you would need to:
put a switch and conduit on the first wall of our 6 panel wall. Attach a wire to the switch and conduit. Then attach a wire from the switch to the power source. Do this again for walls 3 and 5. Each switch must have its own wire attached to the generator! This is called "parallel" circuitry.
If you attach a wire to switch 1, then from switch 1 to switch 2, then switch 2 to switch 3, this creates "series" circuitry, and it means if you turn off switch 1, you also turn off power to everything past switch 1! You want to avoid this type of wire attachment if you're looking to control more things individually.
Unfortunately, you cannot control lights individually as they do not attach to wires, but to grids. The more grids you add, the more switches you can add to control the grids.
Remember, grids are 2x2x2 as a default and how you place conduits controls the grid placement, which is how power is applied.
Hope this helps. 