You have a setting to enable/disable lamps at render time.

Is it the option called "render" on the lamps tab beneath the HDRI options? It's already on, and nothing happens

Lamps work. However they behave a bit differently in Mecabricks viewport (real time) and render (ray tracing). Make sure that they are not inside an opaque part, value is strong enough, etc. The best way to help you is to use screenshots or provide a public model link.