First build yourself a simple circuit. If you don't know how, click here.
When you put the circuit together, use one wire to connect one side of the bulb holder and one terminal of the battery. Connect the second wire to the other battery terminal and leave the other end loose. Connect the third wire to the other screw on the bulb holder, and leave the other end loose, near the second wire.
Touch the two free ends of the wire to close the circuit and test to see if your setup works. If the bulb doesn't light, check for loose wires or a burnt out bulb.
Now, take various smallish things from around your home and test to see if electricity can pass through them and make your bulb light up. You can do this by taking the free ends of wire and touching them both to the object at the same time, or by taping them onto the object.