You can point any light except a point light at a figure, body part, or prop. Create light. Go into the object menu and click on point at... and choose what you want to work on. The light will continue to point at the figure around if you move either the light or the figure.

If you want a light that shows up in the workspace but not the render, set up a shader like this with a simple color node set to black plugged into Color, Diffuse, and Specular of the light node

Keep in mind, if this is for the workspace rather than render, OpenGL (what poser has for a preview mode) can only handle 7 or 8 lights. If you have more in your scene, you can choose whether or not to include or exclude individule lights on the light's properties tab.

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