First, you have to add the lights as a normal image in GraalShop and place them somewhere. Every sprite in GraalShop has an index number. Remember the one of the light.
Then, open the .gani in a text editor, and add a line under the definitions of the sprites.
NPC Code:
COLOREFFECT INDEX R G B A
Just write the number you remembered as the index, and choose your RGB values, and set the alpha :]