The message may be due to a VectorWorks Preferences setting.
In the Display tab of the VectorWorks Preferences dialog box, “Display light objects” controls whether light objects are displayed always, only in wireframe mode, or never.
If the “Never” option is selected, VectorWorks displays the “Created light is not visible” alert message each time you place a light in a drawing. If the “Only in wireframe” option is selected, the alert displays only if you insert a light while the drawing is rendered.
There are two options for resolving the alert message:
Change the ”Display light objects” setting to “Always.”