Hi, & welcome.
Well, the ‘Lamp’ type of light in omni-directional. It shines in every direction equally. What you want to use is a ‘Spot’ - they’re directional and v.easy to set up. You can see the ditrection it’s pointting in from the cone that is projected from it.
Selecting a camera, then pressing Ctrl-Num0 will view the scene ‘through the eyes’ of the light. This can be quite a convenient tool for orienting the light. - Dont forget to select your camera and Ctrl-Num0 when finished with this view.
Another method is to split your screen so you’ve at least 2 3d-views. You can hit shift-P to bring up a (very nearly) realtime render preview in one window. In the other, you adjust the position of the light. This will provide feedback on position of highlight and angle of cone + fuzziness of edges, though it will not give you any feedback on the light’s energy. You still need to do test renders for this purpose.
Hope this helps.