Creating Lights in Darwinia is even easier than creating a camera.
Select Edit Lights from the Main menu. The Lights window should appear in the bottom left corner.
Now click the New Light button. Tada! You just made a light.
Your new light will now appear in the window along with a few options.

Adjust Brightness
Changes the values in R0, G0 and B0 at the same time, changing the amount of white in the light, and therefore the brightness.

Increases the Height of the light. This has obvious effects, such as making it cover a greater area (ie. the dark side of moutains), but making the overall light dimmer.

Changes the amount of Red in the Light.

Changes the amount of Blue in the Light.

Changes the amount of Green in the Light.

Ive listed the variable names here as R0, B0 etc, but if you create a second light, they would be called R1, B1 and so on.

To move the lights around your level, click the 'Select Light #' button. Move the cursor to somewhere in the level, hold down the left mouse button, and move the mouse left or right. The light will seem to rotate around your level. This will allow you to point the light in any direction you want.
You can also edit the exact position of the light by directly editing the position of the light in the mods map file, although there is little point as no new effects can be achieved.

The best method of set up lighting in a level is to use 2 lights. Set one light to be high up (increase the Y value), to provide a general overall lighting to your level. Don't colour this light too strongly. Create another light, leaving it low to the ground, add a bit of colour to it and move it until your level looks right. This method often gives the best results.

Try to avoid using extremely strong coloured lights in your level. There are better ways to change the colours of the level than heavy lighting, so unless you specifically want everything in the level (including all 3D shapes) to be coloured with your light, try and avoid it.