the lights themselves arent being illuminated because the lighting doesnt go through the object they are hidden behind.
i dont know what they are, but the cylinder thingys that are next to the staris need to be smoothed. same with the lamps
the weird line/curve thats coming out of the lamp is from that extra line that you have coming out of the top. in the blend it looks like your meaning that to be what the lamp is hanging from. lines and verts without faces in a mesh will not be rendered, only polys, so your just making it look messy.