When you enter the virtual world created by a 3D app, 'a light' starts to become a tricky term.
it can be an emitter of illumination for objects in the scene. These lights are normally invisible to the camera
it can be an object that appears self-illuminated
it can be something that appears to 'glow'
it can be something that causes the 'air' (or the smoke/dust in the air, actually) to glow (a volumetric light)
To get windows on a spaceship, you need spots of the hull to be self-illuminated (usually white), and you usually need them to glow at least a little bit. I haven't used Bryce in a while, but in most applications you can set the ambient and diffuse colors of an object seperately. Try making the ambient color of the window spots pure white. This will cause them to be white even where the hull is in shadow, which tricks the eye into thinking they're emitting light.
I'm not sure how you'd get them to glow. In Max, I'd use a video post effect, which is similar to applying Photoshop filters, but based on the 3D information in the scene.
Headlights need to be self-illuminated, to glow, and to make the cone of air in front of them to glow (the volumetric lighting I mentioned above). Most mid- to high-end 3D apps can do volumetric lights, but I'm not sure if Bryce can. A simple trick commonly used is to make a cone (the primitive), put it in the place the light cone would be for the headlight, and make it self-illuminated and partially transparent. The only problem is that it tends to be too sharp edged. You can render the cones seperately, blur them, and composite them back in to make them a bit more realistic.
Sorry I can't be more detailed, I haven't even fired up Bryce in ages.
edit - I actually started this response when there weren't any other replies, but got pulled into a conversation. Sounds like PS compositing is the way to go, so ignore this
[This message has been edited by Das (edited 04-24-2001).]