Driving around, I have noticed small groups of Jewish people, I say Jewish beacuse one or two are always wearing "yamacas" i think, walking along the side of the road going somewhere, is this some kind of custom to walk instead of drive to your destination, and this is in the suburbs not in the city, I would not think much of it, but I have seen at least on three ocassions in many different areas this happening?

On Sabbath, Jewish people are not allowed to use their cars, and so will choose to walk to the synagogue. I live in a predominantly Jewish neighbourhood, and what they tend to do here is park their cars out of sight of the synagogue, and then walk the rest of the way there... and it's spelt yamulke, I think.

It is invariably spelled "yarmulke" or "yarmulkah", and originates in a Russian/Yiddish distortion of the Hebrew term "Y're malchut" or "fear of the King" (the King being God). Growing up in a Hebrew speaking community I've learned to use the much more easily transliterated Hebrew word "kippah".

If you were driving around yesterday or today, pjotr, the reason you've seen Jews walking to services rather than drive is that yesterday was the seventh day of Passover (and today Jews outside Israel still celebrate the eighth day, whereas the holiday ended here). The seventh day of Passover, like the eighth day of Succot (in the fall), is counted as a holy day in Judaism. In the case of Passover, the last day is celebrated as the anniversary of the parting of the Red Sea, which really ended the period of servitude in Egypt.

In a concentrated neighborhood in a city, or a small town in Europe, the Synagogue was walking distance for its congregants. In the suburban areas of the USA the distance cannot be walked, and in order to attend services, they are forced to go in their cars. Even walking on the Sabbath is limited to a certain distance. The Orthodox will not do anything that is considered "work" on the Sabbath. The turning of the ignition key and creating energy is considered work. Getting into a car as a passenger and riding a short distance is not "work". Pressing an elevator button is considered work. This has been resolved in high rise buildingsby the elevator stopping on every floor on the Sabbath, and the passengers simply getting in and out of the elevator.
The Conservative, Reformed and Reconstructionists do not necessarily follow the strict rules of the Sabbath--and the Holidays. They will ride, work, etc. on the Sabbath.

How do they turn the lights on in the synagogue? Or do they leave them on from the previous day?

Many observant Jews use light timers.

Each synagogue (before light timers as mentioned) had what is called a "Shabbos Goy" translated "Sabbath Christian" who turned the lights on and off. It was usually some young boy from the neighborhood. I met the one from my neighborhood in NYC in NJ---many years later---now a Bank Manager. In passing, Pres. Harry Truman was one in Independence Missouri and remained a friend of the family. Also, we would put on the flame on the stove, cover it with an asbestos (ugh!!!) pad.Therefore you can warm up food on the Sabbath.

"Shabbos Goy" is better translated as "a gentile regarding Sabbath laws" - or, a person who is not bound by the rules of the Sabbath, not being Jewish. It is not a paid profession or a titled position, but an informal measure of kindness done by non-Jews who live in neighborhoods with Jews. Nowadays, with clocks and hot plates, getting around the Sabbath is somewhat easier than it would have been in the past. One could easily rig the entire house on timers, setting the television to go off at certain times and the dishwasher to take care of the meals (though most Orthodox Jews do not go that far). It has even been suggested that allowing the flow of electricity should not be prohibited, thus allowing people to work light switches and even drive electric cars (though I seriously doubt that Orthodoxy would allow people to go that far. Regular, gas powered cars are of course off limits not so much because of the electric matters as because of the fact that ignition occurs inside the engine, and igniting a flame on the Sabbath is the one thing that was specifically prohibited in the Bible).