3ds Max Lights
This plugin has very limited support for lights that are built-in to 3ds Max. Currently, the only supported lights are the omni light, the directional light (see comment below), and the photometric light in point or shpere mode.
Note: Most built-in 3ds Max lights have shadows disabled by default.
Directional lights in Cycles do not support size or shape, only direction. Every directional light will apply to your entire scene regardless of its size and position.
Any mesh in your scene with a Cycles Emission material will produce light.
The Physical Material also supports emission.
The environment is an important source of light for many scenes.