they can have surfacelight or another entery in the shader to make them emmit light but i dont know which ones have it. If you get a fixed shader lists from
http://www.map-craft.com/ and have a look through the skies shader you should be able to work it out. Alternativly you can make your own shader using the pics that are already there and add the necessary code to it to make it emmit light in the way that you want