If you will use Realtime:
Few tips,
(From what i see)
1) I should recommend add some subdivisions to the wall, and on the floor mesh. that will improve the quality of your lighting.
2) I should recommend you to use Alpha maps to make the Glow effect on the lights..
3) For the shadows, i vote for nigec's solution..
4) try to add more lights, ambient light with some blue tone will give the effect of the moonlight..
5) Apply the textures will help you a lot to make a better render, so i suggest add textures, normal maps first and then tweak the lights.. that will give you a nice idea where add lights and which intensity.. so move this tip up to number 2
