I recently received some ARRI lights
Arri make excellent lights. Very good, robust and reliable.
However, they make LED, HMI, Tungsten and Fluorescent heads.
Everyone so far has presumed that you have two tungsten-lamped units, and I'm also guessing that this is the case - especially given your mention above of "just took the bulb out and it is indeed gone.".
However you haven't actually told us what you have. It might matter, so please tell us the type and model number of the units you have.
I'm also presuming that you bought these second-hand.
If so (and especially if, as it seems, you are not familiar with this stuff) I would
strongly advise that you get these units checked by a competent electrician even if they look in good nick, and that you also get them PAT (Portable Appliance Test) Tested before using them.
I have PAT tested probably thousands of tungsten fresnel, profile, PAR and flood lights over the years. Even if they look OK (with apparently good cabling, sound earth bonds and undamaged connectors) there can still be hidden problems that will show up in the relevant PAT test.
Most professionally run venues (studios, theatres etc) will not even let you use equipment of this type unless you can provide an up to date PAT certificate (or unless all equipment has up to date PAT labels attached and they have reasonable cause to believe you).
Oh, and you'll need to test your lights, your cables and your adaptors. Seriously.