No, you don't have to do your perfume making in a dark place. After all, you have to see what you're doing. I have a room without windows that's set up for the purpose. I turn the lights on when I'm working and off when I'm not. If you work in a room with windows, you just want to make sure that the sun isn't shining on things for extended periods of time.
Shelby, It's best to find a cool, dry, dark storage place for your oils. A shelf, countertop, cupboard, or plastic storage box(es) should work. I live in an area that gets earthquakes from time to time, so have put raised edges on all of my shelves to prevent bottles sliding off. Ideally, the materials should be organized so that you can find everything easily, with the items that you use regularly out in the open where you work, and stock supplies in a safe place that doesn't have to be as accessible as your "perfume organ". As long as the oils aren't exposed to temperature extremes and/or bright light, they should be fine.