There are 2 main ways:

1. Just add a light entity. It is a point that will emit light. It is invisible though. In its properties you can shoose a color and strength for the light coming out.

You should build a lightbulb or light fixture of some kind out of normal brushes to explain the light. Your light fixture (and most small detail things) should be converted to a func_wall or func_illusionary, and your map will run faster. Lots of tiny little world brushes (non-entity) are BAD for your map.

2. Some textures automatically emit light. Open the file called lights.rad in your compilers folder (use Notepad). You will see lines that look like this:
[code:1]lightpanel 255 240 180 8000[/code:1]
That makes the texture called lightpanel emit yellow-ish light at 8000 strength. Each line follows this structure:
[code:1]texture_name Red Green Blue Strength[/code:1]
Red, Green and Blue are all from 0-255. Strength has no limit.

You can add or change lines in the file all you want. The file is used by HLRAD.exe