Items  -  C r e a t e   (Light)

The lights you create here, unlike Model Lights (Customize tab) are the lights used for rendering.

Type: Choose the type of light you want to create, then press the + button.  You can change the light type later, if you want, on the Light block.
 

Realtime Create Lights: When this is on, you can click in the World View to create lights wherever you want them.