Will a window insulation kit help with heat loss in the winter?
It's tough to say if it will help you in your specific situation, and if so how much. Without getting into that specific kit you linked, those types of products can't hurt anything, so you don't lose much by trying it out. But whether it will make an impact on your heat loss depends on a few factors - the quality of the product, how well it's applied, and most importantly, where you are losing heat.

If all your heat loss is through an under-insulated attic, shoring up the window insulation won't do anything to affect it. On the other hand, if the windows are the main source of heat loss, attempting to insulate them better should improve things, at least a little bit.

Looking for light around windows will only show the most egregious drafts, which should be obvious anyway. Most drafts are due to poor insulation behind the trim, which won't show light around the windows. You can take a lit candle and move it slowly around the windows, looking for any deflection in the flame indicating a draft (this works best on windy days). If you see some indications of drafts, then those window insulation kits should help, although pulling off the trim and spraying expanding foam insulation is the best fix.