2000 zx9r no head lights

Check the headlight fuse in the white fuse holder near the battery, it should have a spare yellow 20 amp fuse in a holder with it.
A White wire goes to it and White/black comes from it.

so rode I the bike and the headlights came on but when i shut the bike off and turned it back on the headlights would not come on

You have to press the start button and the engine needs to be turning over for the stator to generate power, and a bit of this power goes to the fuse box and trips the headlight relay which once tripped holds itself on until the ignition switch is turned off.