While professional portrait studios employ a lot of expensive equipment, the intent of the lights and their effect is something that you can emulate with natural light, windows, and other means. The most important thing, however, is to understand the various lights you might want. Most studio portraits have been lit by 3 lights: Main light (key), Secondary light (fill), and Hair light. In these diagrams, notice the position of the lights. They generally have a relative brightness value as well. The main light will always been full power, the fill light (or you can just use a reflector) is much less bright, and the hair light is the dimmest of all.