If you made it as a ceiling (and not a roof), then it should host lights just fine. If there's a problem with a particular family, though, you may have to re-model it as a face-based family and insert it into the ceiling via a 3D view.
Not all the light fixtures are meant to be placed on the ceiling. Some fixtures have other hosts, such as the wall, or the floor. Try with one that is meant to be on the ceiling, such as a pendant light, or a recessed downlight, etc.