In the very first HotS campaign mission, when Kerrigan builds a hatchery in that Umoja lab, there are different lighting areas in different regions of the map (red warning light vs. normal). I tried playing with this but am unsure how to use the same functions in my map. Would be cool to "paint" different regions with different lighting. Anyone have experience with this?
It's fairly simple to do actually. What you need to use is the Lighting brush in the terrain brushes palette (it's marked with a light bulb icon).
Lighting regions are done in the same way as painting regular tiles; the thicker the brush, the stronger the lighting in the region, and vice versa for weaker lighting. You have four regions that you can use, each numbered and coloured accordingly; Red - One (default, and is your global light), Green - Two, Blue - Three, and Yellow - Four.
By default all four regions share the same light settings as the one that you're using for your tileset, so if you're using Agria Sunset for example, then all four regions will also use it even if you paint the map using all four regions. To change this, you'll need to open up the Lighting window, or go into the Data Editor and select the Lights tab, and find your current lighting.
Then select the Regions tab and uncheck the Use Default Values box for Region Two (ignore Region One), and/or Region Three and Region Four as well if you're also using them. Then adjust the sliders to whatever lighting values that you want.
If you don't want to go through the trouble of mixing up the right values for your own light it might be a good idea to simply copy and paste the values from one of the stock lights either manually or through XML.
You can also use triggers to set the lighting. This is great that you want to change the entire map OR if you find you need more than four regions—just change the lights and you can have a whole other set of four.