They don't turn the lights on in the studio at night.
Literal
Night [at-に] studio [at-では] lights [obj-を] don't-turn-on.
電気をつける ('turn on the lights, turn on the electricity') is a set collocation. スタジオ is a loanword. The compound particle では (location + topic-contrast) gives 'in the studio (as opposed to elsewhere).'