WAF for lightsail

In Amazon Lightsail, AWS WAF requires you to use an Application Load Balancer

AWS WAF is tightly integrated with Amazon CloudFront and the Application Load Balancer (ALB), services that AWS customers commonly use to deliver content for their websites and applications.

If you're not using one of these technologies AWS WAF will not work for you.

Please refer to

Lightsail with other AWS Services

AWS WAF FAQ