Head lights wont come on and are not working

That is not correct, the slide controls how long the headlights stay on after the key is turned off. There should be a manual override (a pull switch) that would also rotate to control instrument panel brightness. This switch should also have a fuel door, and trunk release button included in it.

Yes you are correct when I pull it out the head lights do come on. Wow in 9.5 years of owning this car I never turned on the head lights. Well that's great now I'll have lights. Any idea what is wrong with the automatic system?

Here is a description:
Twilight Sentinel Circuit Description
Twilight Sentinel
The twilight sentinel performs 2 major functions. The twilight sentinel determines the automatic turn on/off control of the exterior lamps. It also holds the exterior lamps on for a period of time after the ignition switch is removed from the RUN position.

When the twilight sentinel is enabled, the instrument cluster twilight enable input is grounded via CKT 1784 (YEL/BLK) through the headlamp switch. When the ignition switch is in the RUN position, the ambient light indicates darkness, and the twilight sentinel is enabled, the instrument cluster sends a request via the Class 2 serial data line to the body control module (PZM) to activate the low beam headlamps. The PZM then applies battery positive voltage (B+) to the coil of the headlamp relay. The PZM also provides ground for the coil via CKT 10 (YEL). The low beam headlights are then activated as previously described when activated with the headlamp switch. The park lamps are also illuminated.

The instrument cluster will display a HEADLAMPS SUGGESTED message when all of the following conditions are present:

• The twilight sentinal is in the OFF position

• The headlamp switch is in the OFF position

• The ignition switch is in the RUN position

• The gear selector is out of the PARK position

• The ambient sensor indicates darkness

If the exterior lamps are illuminated due to an automatic turn on by the twilight sentinel, the twilight sentinel will keep the headlamps and park lamps on for a driver defined delay period when the ignition switch is removed from the RUN position. Activation of the headlamp switch will override all twilight sentinel operations.

Twilight Delay
The setting of the twilight delay control in the headlamp switch determines the twilight delay (lamps time-out) after the ignition switch is removed from the RUN position. The instrument cluster monitors the twilight delay input through CKT 1783 (PPL). The value of the input voltage will be between 0 and 5 volts. When the twilight delay control is moved from the MIN to the MAX position, the voltage input increases. The instrument cluster adjusts the twilight delay in 10 second intervals from 3 to 180 seconds in response to the voltage level at the twilight delay input. If the twilight sentinel is turned off during the delay period, the headlamps and the park lamps will turn off immediately.

I would maybe speculate a faulty body control module(pzm) since the headlights work manually, and the suggested message appears. Or perhaps a faulty twilight portion of the headlight switch not sending the input to the IPC that it is on.

i was driveing my caddilac and and both headlight stop working but they work when the brights are on i re palced all 4 head light and the dimmer switch so what the easy way to get them back on without the caddillac dealer breaking the bank cause i live of a fixed income

Have you checked the switch itself?

check for power to the head light connector.then go to the dimmer switch the connecter used to over heat and melt the connecter.you would have to replace both.