Taking the next step !

Now it's look good to read.

void setup ()
{
  lcd.begin(16,2); 
  pinMode(Relay, OUTPUT); 
  pinMode(AuxRelay, OUTPUT); 
  Serial.begin(9600);
}
// Main Program - This will run thru continously until power is disconnected or reset button is pressed.  
void loop()  
{
  TurnMeOn(); 
  delay(50); // Delay for LCD display   
}


void TurnMeOn(){    
  int Power = analogRead(A4); 
  Serial.print(LDR);
  Serial.println(Power); 

  if (Power > 700 && LastState == HIGH) 

  {                                   
    LDR = analogRead(A5); 
    analogWrite(BackLight, LDR / 2); 
    lcd.setCursor(0,0); 
    lcd.print("section else if"); 
    if ( Power > 700 && LastState == LOW )
    {
      analogWrite(BackLight, 200); 
      lcd.clear(); 
      lcd.print(" BLACKSNAKE SYS "); 
      lcd.setCursor(0,1); 
      lcd.print("DBC MARK 4, Ver1"); 
      LastState = HIGH; 
      delay(2000); 
      lcd.clear(); 
      if ( Power  < 500 ) 
      {
        analogWrite(BackLight, 0); 
        LastState = LOW; 
      }
    }
  }
}

Is this is full source code?

"YES" then first you face error

"NO".

You use nested IF and if result of first one if (Power > 700 && LastState == HIGH) false
it never enters to execute all other statements.

Tarce the values of Power and LastState.