If you're having trouble seeing the lighting indicator within your scene, you might want to try changing the background to darker color.

To position a light, use the pins on the lighting control interface by clicking on one and moving it around.  You can also use the parameter dials that appear when you select a light.

Also, every light in Poser has a Shadow Cam.  Shadow Cams allow more direct control of lights by letting you see through them, but I've found that moving them around is extremely un-intuitive.