Yes. You are normally supposed to light the Chanukah candles as soon as the sun sets in the evening. This is because sunset marks the beginning of a new day in the Jewish calendar. However, some rabbis now say that you can light the candles at any time of night, since people don't get home from work until after dark.
Chanukah candles are lit before sundown, usually within one hour of sundown. After sundown the next day has already started so it's too late for lighting candles. On Shabbat, candles are lit before shabbat candles.
Before nightfall, but it doesn't have the restrictions that lighting the Shabbat candles does (i. e. , 18 minutes before nightfall). If the family isn't home 'til after nightfall, it's OK to light them then.