How to control a set of lights with a switch and a subset with another switch
Wire the main light and light switch as normal.

Wire the second (closet) light and switch as normal, but instead of using the always-on circuit as a feed, use the switched feed from the main light.

This means that when the main light is on, the closet switch will turn on and off the closet light. When the main light is off, the closet switch will do nothing and the closet light will stay off.

Edit: I might have misunderstood what you're trying to do.

If you want the two sets of lights completely separate, then it's just the same as wiring two separate lights.