How do Lights work?
In JED, switch to light mode and place lights in sectors. Be sure not to place them directly on an adjoin/thing/surface. When a light is selected, press [Enter] to invoke the item editor. Here you can change the lights properties. The most important values are the range and the intensity. You will have to experiment to get the lighting correct, but as common sense will tell you, the range dictates how far away the lights will be seen, and the intensity is the brightness. After you place your lights, press the tools/calculate lighting button. Then, your lighting should show up in the 3d preview and in the game.