Yes! Your build site and art need to be lit *every single night* from when you arrive on playa until you depart, to prevent injuries to participants or damage to your art from accidental vehicle/bike/pedestrian collisions.
The playa can be a very dark environment. During construction as well as during the event itself, your project and perimeter — including any rebar or guy wires — must be illuminated to ensure that it can be seen at night. And remember that lighting on playa requires daily maintenance to ensure that your lights stay lit! This can be undertaken during your daily MOOP sweep. Some suggestions for lighting are here.