How can I teach the dangers of roads, traffic lights, and cars?

Traffic rules stick when practiced repeatedly in real situations, not just explained. Practice "stop, look, listen, cross" with the same steps and same words every time, walking together on the roads you usually use. For lights, be concrete: red means stop, and even on green, look both ways. At first hold hands and let the adult lead, then gradually shift the role by asking "which is it now?" Start solo walking on a set, short route in stages. Because understanding varies a lot, keep adult supervision until they can cross reliably.