The lights on a Moon board are typically positioned under the holds to create a specific type of training environment. Placing the lights underneath the holds helps illuminate the climbing holds and highlights their edges, making it easier for climbers to identify and target specific holds during their training sessions. This setup enhances body awareness, improves accuracy in foot and hand placements, and allows climbers to focus on precise movements and techniques. By emphasizing hold visibility, climbers can effectively practice and develop their climbing skills on the Moon board.