I bought this 4th gen, it’s my first car and turns out the headlights don’t work, so I took a closer look and there’s no wires in the fuse box for them. There are wires connected to the headlights themselves though. Do I just try to trace the wire and figure out if I can put it back in?

 

what year? I would guess that lights have been switched to hid at some point so yes your going to need to trace where they go. you have two fuse boxes one inside on driver side of the dash (gotta hope door to get to it) and one under hood.

 

you can download the factory service manual for your year or as close as needed here http://www.mediafire.com/?40mfgeoe4ctti