As I mentioned earlier, a directional light is like the sun. So what's going to happen if I place one in this room? After all, there are no windows.
Place a directional light now in the same way you paced a spot light—select it under the Actor Classes browser.
It doesn't really seem to be affecting the scene, except for a weird shimmering effect on the walls. And if you bake lighting or rotate the light, the shimmering goes away.
Even though the icon for the light is inside the room, the light is only affecting the outside of the level. Much like the sun, the walls of the rooms are casting a shadow on the interior of the rooms. So a directional light is really only useful in an outdoor scene. And even then, you have to turn off Cast Shadows on any SkyDome object you've placed. Rotate the light slightly so that it's not facing straight down.
Rotating a directional light works the same way as rotating a spot light, but instead of having a light cone to indicate the direction...