Worked out the power issue. Rooms do carry electricity, but in order to use it in a room you need to place a Vault-tec power node thingy (actual name escapes me) within the room which then transmits wireless power to an area for powering lights/signs/tvs. You then attach wires to it to power wired devices.
The down side of this device is that it snaps to the middle of walls, kind of getting in the way of decorations, and being low enough that attached wires dangle quite low which doesn't look great in a vault.
Other negatives so far include the fact that all new lights are ridiculously stuffty and cast a cone of light the size of a dinner plate.
As such your vault is going to be either;
A) Pitch black;
B) Covered head to toe in Vault-Tec lights in order to be lit enough, or;
C) Lit to perfection entirely by ugly dangling lightbulbs.
Also, the inner room pieces are seriously lacking modular pieces, such as free standing walls to build tight spaces. The smallest self-contained room you can build is a 2x2 square of corner pieces. Most of your rooms will almost certainly be rectangular in shape.
This might seem like a lot of bellyaching, but I am thoroughly enjoying the add-on. It's been fun to play with and is a worthwhile addition to the game.