Adrian is correct.
What we are actually animating in this exercise are the bones, which are using those shapes to override the way they display.
When you “Render”, you can’t see armature objects, only geometry and particles etc.
So you need to render the viewport to actually see the armature in the output (this will use all the render settings you set).
You don’t need to worry about lights because a viewport render will render what you see in the viewport (except for keyfames numbers on any motion paths)
Hope that all makes sense.
