Hey thisguy33,
I have gotten into the habit of using the ‘Build All’ option, which will build lighting, geometry, and navigation for the level that is currently loaded and visible.
On that note, let me say welcome to the Unreal Engine 4 community!
If you are looking for learning resources, we have plenty of different ways in which to learn new information. Check out our Documentation at first to get a feel for what the engine offers and how it functions. We also have the Forums which is filled with community members who are willing to help you learn, give you new ideas, and even get some free content!
Unreal Engine 4 Documentation
If you are experiencing and issue with lighting, and would like to attempt troubleshooting your own issue, we also have the Troubleshooting Guide for Lighting which you will also find helpful.
Wiki - Lighting Troubleshooting Guide
Cheers and Welcome!