Dynamic lights do not get lightmapped and currently do not cast shadows (so therefore won't be stopped by walls etc.). Lightmapping is the process of pre-calculating where light should fall and what should cast shadows. In order to make these calculations, a game engine has to assume your lights are static and do not move/change, that's why it has to ignore dynamic lights (which can be scripted to move and/or change). You should try setting your lights to static (right click on them in the editor, it's one of the first parameters in the properties panel on the left) if you want them to be included in the lightmapping. Once you have lightmapped your level, you will need to exit test game, save your level, and restart Game Guru to see how it looks in your level.
However, a word of warning; Game Guru's lightmapper can currently best be described as 'finicky'. Under the right conditions, it is possible to get shadows and atmospheric lighting, but it often conflicts with settings needed to make dynamic lights and sunlight work properly. It's also heavily dependent on the exact media within your level, the textures used, and even the thickness of the walls.
Hopefully we can look forward to updates to Game Guru's lighting system in 2020. For me it's still one of the most fundamental drawbacks of Game Guru.
AE
