Thanks for answer. I watched many tutorials, but i will giv it a try 
No not all individual, but the mesh is always the same and i asked me only, whats better for the performance - place/duplicate all lamps in the level on the right position or make some groups with hundred of lamps and duplicate them. Because i thought, if i hav only instances of 1 lamp, the engine see only this single lamps in the visible area and its better to handle only 50k tris than 500k.
Sorry for my bad english.