1993 BMW 325 while driving all the lights in the car comes

Do you mean the instrument cluster lights? If so there is a possibility the battery cables or a ground cable is a bit loose, I call it a voltage excursion and it is distracting even if harmless. Check the battery and the charging system and repost if more help is needed.

you know.. when you first turn on a car, all the lights will come on then 2 seconds later, the light will go off but in this case while i am driving all my lights will suddenly comes on and like 2 seconds later then goes off. it happens once in a while when i am driving. i am thinking maybe the wires are touching each other somewhere.

This could be a comfort relay chattering on its contact or a intermittant connector, intermittant issues can be very difficult to pinpoint and I usually start with the basics and try to eliminate what it isn't, good luck with it.