How do we teach our kids that they need to turn off the TV or or light when they're not in the room?

Two things are essential to encourage kids to turn off switches when not in used:

1- Demonstrate your habit of turning off unused switches effectively to your kids.

2- Make them understand from time to time that why it's essential to do so.

I fully agree with the answers been added by  Ruth Igbokwe ................Thanks.

1.You can teach them by telling them the disadvantages or consequences of not turning off the tv or light. Example; you tell them that not turning it off can cause fire outbreak and life could be lost which can get them frightened.  2. You can also tell them by telling them stories. Examples; tell them  fake tales of reward for putting off TV or light like a prince or princess who always puts off tv and his or her reward.the interest of wanting to be like the prince or princess will motivate them to learn.3. You can put it as a writing and paste it in their room so as to remind them or make them do the writing with your guidance and paste all over their rooms but this is rare but there are chances it will work for some kids.4. Don't forget to teach them,show them or indicate where the switches are then remind them to do it till they perfect and never forget.