how to fix the problem with the light

who can tell me why the light penetrates through the wall, and how to solve it, maybe it’s simple, but I do not know how to solve it

Let me see if we can figure out why this is happening. First question: are these lights baked or dynamic? When you select your light, it will have 3 modes in the details tab: static, stationary and movable.
Baked vs dynamic will dictate the approach needed. Usually with baked lighting your number 1 culprit is your lightmap UV set, whereas for dynamic it could also be shadow bias and the thickness of your geometry.

Here are a few things you can try in the meantime:

  1. Lights that don’t cast shadow will go through geometry.
  2. Geometry that has gaps. Even if you align them edge to edge, there still might be problems. Weld if you can inside 3D software or make sure there is is 0 gap.
  3. If you’re using a plane for walls/floors/ceiling, make sure to make it double-sided. There’s a little tickbox in the mesh editor for that.
  4. Shadow bias and other advanced shadow settings

I hope this helps!