I created a basic box geometry to test out the lighting, the box is suppose to be the walls of the room. But my lights dont work inside the box and also the walls are invisible when i look at it from the inside. How can i add a light and fix this?
If you made the box correctly, then skylight and directional light will not work. That’s right ( you might get some lightness from the skylight ).
If you want light in the box, you either need to put windows in it, or put point lights in it. Just like in real life…
You can’t see the box when you’re in the box, because it doesn’t have any UV on the inside. A quick solution is to make the material double sided ( it’s in the material node details ).
PS: With skylight and directional light, it doesn’t matter where you place them. They light the whole scene. But they don’t usually go through walls 
you are essentially blocking your lights by placing a BSP box brush around your whole scene, try using boxes as walls, floors, ceilings, etc to create your room. The box you have is single sided and is not visible from its back faces, its also a BSP and not a static mesh, so that might be something that you will want to change. There should be some walls with openings for doors and windows in the starter content that you could use instead, otherwise you will have to make them yourself in a DCC like Maya, or Blender.
To place a point light you will have to select it in the details panel under the lights tab, or you can hold down the L key and left click in the view port to quickly add a point light.
This box needs to be either a shelled object with measurable thickness, or (simpler) you just need to find a way to flip the normals of the room so only the inside render. The shelled approach may be better