If your headlights have went out then try moving the headlight switch a few times to try and get the headlights to come back on.
If the headlights still don't work then turn on your hazard lights and turn signal and pull off the road as soon as possible.
When pulled over to the side of the road leave your hazard lights flashing so other cars on the road can see your vehicle parked there.
Next call for roadside assistance or someone to help you.