There are tons of ways to troubleshoot your electric! Its really important to know where you put your connections- @KathieB is completely right about eyelets, they are the best option as they have more surface area.
If your house won't light at all-
Test your lead-in wire with a test probe by touching the tines to the tester. If it doesn't light, then your transformer or lead-in is busted and need to be replaced.
If the light lights up, then your lead-in and transformer are fine. Now to move onto the junction splice (the little white box attached to the tapewire). Gently pry it from the dollhouse and plug your lead-in into it. Now press the test probe to the tines of the junction splice- If it doesn't light, the junction splice is busted, and if it does, replace it back into your tape wire. test again at it should work.
If certain floors/rooms aren't lighting-
Now, for the fun part- determine where the disconnect is. Start at your junction splice and move along the tape wire until you find where the loose connection/ cut tape wire is. If you do not know where your tape wire was laid or have no record (worse case scenario) It is almost better to re-wallpaper the problem room then turn your walls into swiss cheese with your test probe. When you find It is a loose connection, first try just pressing or tapping over the connection with your fingers- If there is no change, place a small wooden block over the connection and give the block a good whack with a hammer.
If it is a cut (I've done this a bunch of times while trimming paper from doorways), you will have to gently peel the wallpaper away from that area. Patch over the cut with a piece of tape wire, matching blue to blue and copper to copper, and make connections on both sides, bridging over the cut. If this worked you can now glue the wallpaper back down or patch over it with a scrap of paper. If that did not work or you found no disconnects then test your lights by touching the plugs to your lead-in wire.
Battery lights can have a very bright, unnaturally white light, which I've found a lot of folks don't like, but other then that they are a great option. They take a lot of guess work out of lighting and are really easy to change and move around. You also don't have to wallpaper with them- theres no tapewire to cover!