Here are the steps to make that happen I deal with this all the time
1) Start your truck, and LEAVE IT RUNNING
2) Back it up to the trailer
3) Connect the trailer
4) Get back in the truck
5) Say YES to the alert on the dash saying you have a trailer connected
6) Put the truck in Drive
7) Place the key near the shifter
8) Place the truck in park
8) Lower the drivers window ( reason later in number 9)
9) exit the truck and close the door (I open the window to keep me from locking the keys in the truck
You now have power at the AUX Plug.... or you can purchase one of these
https://www.amazon.com/gp/product/B07WYXPWP5/?tag=fordraptorforum-20
and just move the lights wire to the AUX wire and plug it in and turn your lights on. while you connect your trailer.. I find the amazon purchase option way easier...