You can add light objects in GD4 native only. I believe you need to enable the extension and then you can create a light object.
http://wiki.compilgames.net/doku.php/gd ... extensions
Enjoy the little things
In case you need a single light source only, like a flash light for example maybe you can fake it in GD5/HML5 using a transparent full screen image.
Alternatively, you can consider to design all your sprites with fake lights. You could use something like SpriteIlluminator to create illuminated sprites
Note that normal maps are NOT supported in GD5 but you can export the actual images from SI as they are "illuminated".
It is lot of trouble to illuminate all your sprites this way, but I have no better idea for GD5/HTML5.