How do my set the direction of the light

[Whitey]

How do I adjust the angel the lights comes from the sky...

[Vile]

go into the entity properties (the 'n' button on the keyboard) and do a key, angle with a value of whatever you want the lights angle to be.

 

that is if you are working with a spot light like light, including the sun I would think.

[GothiX]

Target the light at an info_null.