The simplest way to do lighting is in the menu go to new light, make sure you have a radius and color set and then select create light. You need to make sure the light is hitting the ground. Then go into editing gui -> light and select calculate. For a more advanced lighting guide you can go here:
http://www.kids.platinumarts.net/wiki/index.php?_title_=LightingI need to do a video tutorial of this at some point. Take care.
-mike