All you need to do is make a new text document, with notepad, and rename it to "lights.rad". When prompted which software to open the file with, pick notepad. Then just add your lines to the .rad file. This newly created lights.rad file needs to go in the base folder of your tf2 directory:
"...steamapps\USERNAME\team fortress 2\tf"
By default, when compiling, the software looks for information in lights.rad if there is one present. You can have other .rad files, but you have to tell hammer to use them during your compile--but that makes things much too complicated, all you need is lights.rad