Can anyone help me make this effect?

Someone Can help me? i can made this effect in game?

I mean, is a shader or something? i’m kind lost here.

44cdbd4404c4e3fe9dac80a4c634ab23fc0e435c.jpeg
source: http://www.alkemi-games.com/wp-content/uploads/2014/07/02_VariousLights.jpg

That’s just lights with shadows

So, how can i achive this on engine? On global ilumination? Shader? On material of objects?

A directional light usually work fine