The biggest thing you need to remember about lights in Iray is that they need to be set to Photometric mode, so go into the light properties and make sure that's set to "on". I dunno what version of DS you're using but in DS 4.9 it's on by default. Also, and probably the basis of your problem is that the luminance on those lights are set VERY low by default, so even tho you have them in the scene and they're all set to on they just don't shed much light. Click on the light in the scene, then go to the Lights tab, click on Photometrics and change the value where it says "Luminous Flux" to something outrageous, like 50,000. Then you should start seeing some light being cast.

Laurie