Drivers typically turn their sidelights on when it is dark or cloudy and the natural lighting is low but not dark enough to put their dipped beams on. They also serve another purpose. Sidelights should always be on if you park on a road at night with a speed limit that is over 30mph.
When should side lights be on?
Sidelights are the first step you should take in lighting your car as visibility decreases. By law, must also leave your side lights on if you have to park at night on a road where the speed limit is greater than 30mph. Although, many cars have parking lights for this purpose.
Can you drive with side lights on?
In many US states, it's illegal to drive your car with only the sidelights/parking lights illuminated. The thinking behind this is that if it's dark enough to require lights, drivers should simply use their headlights.