You can see, at every bulb there are two connections to connect it. Those two connection terminal of bulb are represented by black dotted circle and other with red dotted circle. You must connect one wire to one side of the bulb terminal and the other wire (which you connect by the battery back), with the other terminal of bulb, like you did in the last case.
In the first case, there is a short circuit as you are connecting both the wires on one side (terminal) of the bulb, and the other red dotted point of bulb is empty(I mean not connected). That is why bulbs/lamps are not turning on, as the electrons are not allowed to pass through the bulb.
Hope you understand!