I haven't used it for a while, so bare with me here as I guess my way through it.
In that screen that showed up, where you get the light options, just choose some of them. I'd probably use directional lights, and choose as many as you want. The more lights, the longer the render time, but also more even lighting. After you choose that stuff, there should be an button which will build all the lights. After that, I think another screen will come up with more options for you to tweak, but you can just skip to rendering after the first one if you want.
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