The Session Info "button" (which is actually an option in the Windows Menu in Driver) does work. However, the session you are running must have already created messages, usually through the Message Popup Rule or from a HTML asset attached to the session, for them to appear. If the session does not use a HTML asset with messages or the Message Popup Rule or they have not yet been activated (e.g. by a track trigger) then nothing will appear.
The Session Info is an information display only, you cannot change anything. What you are probably thinking about is the Session Options window found in the same menu. This allows you to alter parameters such as the weather, derailment mode, time rate and (very inaccurately) the time of day.
The headlights are turned on/off or dimmed using the headlight icon in the tool bar at the bottom right of the Driver screen.
I don't know anything about "skyline casing" but the View Details option for a rolling stock asset will allow you to make some changes - depending on the asset and how its creator has setup its scripting (if any).
In the dialogue window that View Details opens there should be a link named Display Legacy View Details Window. Click on this to open the "legacy" (i.e. TRS19 and earlier) control window for that asset. There you should find any control options as added by the asset creator.