Hi jade,
I suggest you read the manual first if your V4.5 came with one to at least get an overview of all the features that your pet has. It helps a lot since they changed/added quite a number of features since V3. Jobs, school, skill points, mail, etc. It would be tough to explain them all in one post.
Now for your questions:
It beeped and there was zzz how do i turn the lights on or off?
They've removed this feature in V4.5. There is no more icon to turn the lights on or off since now, the tamagotchi can do it by itself. Your baby took a little nap so it turned off the lights. It's the baby cycle. It gets sick, goes to sleep, then cries. Of course, it poops a lot as well.
Also I have a v3 tama I have been playing with and want the 2 to be friends how would I go about doing this.
Go to the connection icon menu. It's the top right most icon in your tamagotchi, select others in both tamagotchis, then press B while the tops (where the red part is) are facing each other.
How does the post mail option work and what do the icons mean?
The mailman drops by every now and then to give you different mail. The mail with the star icon is your fortune mail. It shows your tama's fortune at that certain point in terms of points, love and health. The mail with the envelope icon is the normal mail. Here, you can receive bad mail (like poop, robbers or snakes) or good mail (love, king's mail). The mail with the exclamation points icon is the important event mail. You can get here your invitation to go to school, job offers, etc.
Also the skill levels what are the meaning of those icons?
There are 3 skill levels in v4.5. Humor/Funny (smiley icon) , Gorgeous (star icon), Spiritual (fist icon). You gain these points through playing games, eating certain type of food, going through school, going to your job, etc.