The rack and pinion connection is kind of hard to find but you can see it from under the car. That the variable effort steering. This will also make these light's come on. The other two connectors are on each wheel. The wires run along the lower control arms. The connectors are just inside the wheel and is located near the center of the rim. They can clearly be seen from under the car. Just make sure there plugged in.
More than likley you do have a bad wheel hub. Or rather the sensor is just bad.
Hope that helped
