The first step in using lighting effects is to make sure image is in RGB mode even if you have a black and white picture. Perform all the basic tonal adjustments.
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Before even getting to Curves, one of the first things Craig Sands recommends in Photoshop is for photographers to change the assigned Profile of the image from whatever the camera setting is to Adobe RGB (1998).
This tutorial will teach you the intricacies of using and adjusting levels in Photoshop.