F (front view), Z (zoom extents), click on the the light to select it. He's using a Free light, which means there is no target. If you select it and go to the Modify panel, you can turn on Targeted to see the direction as a vector + dummy.
First and last try... U use a render target and you draw a distance to a point so you get a soft circle. You use an additive kind of render target and you just update that with the fed player position. You need to use "draw material to render target" node and before that you feed the player position into the sphere…