Modify panel > Select light object. > Atmospheres & Effects rollout > Add button
The Add Atmosphere or Effect dialog lets you associate an atmosphere or a rendering effect with the light. The list shows either atmospheres, rendering effects, or both. It shows only atmospheres and effects that can be associated with light objects, or that use light objects as their apparatus.

List of atmospheres and effects—Displays the atmospheres or effects that you can associate with the light.
These radio buttons choose what to show in the list.
Atmosphere—Lists only atmospheres.
These radio buttons choose between new or existing effects.
New—Lists only new atmospheres or effects.
Existing—Lists only atmospheres or effects that have been already assigned to the light.
Adding an existing atmosphere or effect creates a new atmosphere or effect whose settings are initially identical to the previous one.