The process for adding lights to your project will be a bit different, depending on which host application program you are using Enscape with. For Revit, Rhino, Archicad and Vectorworks, you can use their native lighting options. For an overview of each specific program, please refer to their respective documentation:
Lighting in Enscape for Archicad
Lighting in Enscape for Vectorworks
Because SketchUp does not have any native lighting options, you should use the Enscape Objects menu in the Enscape Toolbar. For an overview of the lighting options, please refer to this page: