If there is no power to the headlights it may be the switch. Sounds as if you need a new COM2000 (the glorified multifunction indicator switch unit). I'm afraid they are not cheap.
(I assume your fuses have been checked by the AA man.)
You can have a go at repairing it first though, see:
http://philsworkbench.blogspot.com/2009/12/peugeot-206-indicator-stalk-repair.html
ChicksFan, November 2011