Here´s how to do it.... I´m doing this in a hurry so i might miss something..
First create a simple room, then

1. Pick Entity Tool ( Shift+E )
2. Select in object: prop_physisc_multiplayer
3. Choose your spot and place the object
4. Enter propeties by press "ALT+RETURN"
5. Enter following:

Name: lamp_1
World Model: models/props_wasteland/prison_lamp001b.mdl
Mass Scale: 1
Press Apply

Done with first part.. Next...

1. Pick Entity Tool ( Shift+E )
2. Select in object: phys_ragdollconstraint
3. Choose your spot and place the object exactly above/over the lamp object...
4. Enter propeties by press "ALT+RETURN"
5. Enter following:

Entity 1: lamp_1
X axis min limit: -90
X axis max limit: 90
Y axis min limit: -90
Y axis max limit: 90

Press Apply...

Now you have a moving lamp, now lets add dynamic light to it.

1. Pick Entity Tool ( Shift+E )
2. Select in object: light_dynamic
3. Place it under the lamp hood/screen..
4. Enter propeties by press "ALT+RETURN"
5. Enter following:

Name: Light_1
Parent: lamp_1
Pitch Yaw Roll ( Y Z X ) 90 0 0
Light color: 252 250 158
Light Brightness: 3
Inner Bright Angle: 30
Outer Bright Angle: 50
Pitch: -90
Maximum Distance: 290
Spotlight end radius: 120

Press Apply and BSP the map...

To put in more lamps, change name to lamp_2, lamp_3 ect and also the light_2, light_3 ....
Download map:
lamp_sound.bsp
lamp_sound.vmf

Good luck..