If the parent item is a prop, then the lights loaded from the Lights palette will automatically parent to that prop, and only to a prop with that exact name and number, eg "car_1".

If the item is a figure then the lights will parent to the selected instance of that figure. That is to say if there are figures named "car 1" and "car 2", the lights will parent to whichever instance of the car is the selected figure when the lights are loaded, providing that the figure contains the relevant parent part.

Note that if the parented light is for example "spotLight 1", and a light with that name already exists in the scene, no new light will be added, rather the existing "spotLight 1" will be parented to the car.

Also, in the case of a figure, any lights parented to the figure will be saved with the figure.