Hello, everybody: This is a great thread. The only thing I wish to add to it is some further terminological clarification, just in case any confusion remains:
1. A particle is an adverbial particle.
2. A preposition is not a particle/adverbial particle.
3. A phrasal verb is not a prepositional verb.
"Turn on the lights" can mean two things. One thing it can mean is what it basically always means, on which reading "on" is a particle. The other thing it can mean is alternate meaning DocV has drawn attention to, on which reading "on" is a preposition.
When "turn on the lights" means what it always means (compare: "Turn off your computer, and then turn it back on"), if "the lights" is replaced with a pronoun ("them"), the pronoun MUST precede "on," which again is a particle on this reading. "Turn them on" is grammatical. *"Turn on them" is ungrammatical.
When "Turn on them" is grammatical, "on" is being used as a preposition, not as a particle, and has that other meaning, which DocV has described. Perhaps a stage dancer could be given the direction to "turn on the lights," just as you could tell a ballerina: "Do a pirouette on the floor lights. The audience will love it."
But again, Hussein, "Turn on the lights" never means that. It is simply a theoretical possibility which has been presented for your amusement and edification. If your students are not extremely advanced, they should not even be told about "Turn on them" (which for them should be *"Turn on them").
As Gustavo wonderfully explained, when "on" is a particle in "turn on," the two words are phonologically paired, such that you could pause slightly between "turn on" and "the lights." With the (theoretically possible) preposition reading, the slight pause would have to occur between "turn" and "on the lights."