Dave, Not sure but I think you have the actual light penetrating your wall. Attaching a couple of pics.
The first pic is what you see when you do what Chris said. Select your light, right click then Twilight V2 > Set Target Light. This is what you see. If you click in the scene where you want the light to shine it aims at that point. I had to use the native move tool to adjust the light a little bit, then used Set Target Light function to re-aim the light. You can see my settings for the light in the Edit Light window.
Second pic is just a quick shot on easy med. to give you an idea of what you get. The only light in the scene is the spotlight through the window.
Side note, the "room" 12' square. I set my field of view to 45 degrees. I'm pretty much backed up into the corner but still get a lot of the room in the view. One more thing you don't want your outside image between the light and your window...
Hope this helps, first time I've actually tried this particular type set up. Hang in you'll get it. We're learning together