Lights must be associated with geometry in the scene for the lighting to be visible, and for Auto placement and Interactive placement to work correctly. Lights can be associated with imported geometry in the scene from either the Lights interface or the Light Properties dialog box.
Ray tracing shadows from Lights will be cast by all objects, regardless of whether they are associated with and illuminated by the Light or not. To remove the shadowing of the object, open the Appearance > Environment Light and Shadows dialog, and set “Shadows are cast by:” to Specified Objects and remove the object from casting shadows.
In the Light Properties dialog: