No - just trace the wiring back from each light until you find a connector - disconnect light and remove. You will need to make a jumper for the sidestand switch connector when you remove the sidestand - this circuit should be closed. Light circuits can remain open. Just check the harness-side light connectors to be sure they won't come into contact with the frame and short - electrical tape will usually do the job.
If you remove the stand, no electricity will flow through the sidestand cutoff circuit because the switch will be 'open' or 'off'. So you would need to make sure the sidestand switch is held in the 'closed' or 'on' position by tape, or better yet just take the switch out and bridge the wires together.
As for the auxiliary running light (the triangle/delta one just below the windshield) you can unplug it from its connector or just take out the globe and leave the wiring in.
Are you going to be racing this bike? I thought you mentioned in one of your other threads that its for racing. If so, I figured you would already know how an open/closed circuit would work because that affects your bike when you plan on removing the kickstand. I am not positive if out= open and in=closed because I dont have my bike I can just walk up to and take a look, so I will use the information you have posted above. If the kickstand is "out" and the "button is out" that means the switch is in the open position. Kickstand "in" or "up" closes the circuit, as the kickstand is kicked up, it pushes the button "in". You mentioned " Good point on tape, so do i tape it and tape it to a an object so it wont hang around?" Really man? Come on, use your common sense, do you want your wiring just dangling around? If its connected to something and its short enough to not need tape, then sure leave it if yuo plan on using it again. Like the turn signals, they have anchors where you wouldnt need to tape them to anything, but other wiring may need tape. Back to the basics.