How would I burn light onto an object/s, like seen below?

first have some lighting your map, then in ZE go to image (top right), then burn terrain... that's it.....

you also need to put in the top right it should say directional light 1, put the name of your light then burn

Let me specify: burning objects is different than terrain. Like in the pic above, you could never get the light/shadow differenciation in addition to the rungs on the grate on the floor by burning terrain. All the terrain burning does is take every polygon into account by itself and individually shades it- not as a greater whole.

That said, any ideas?

Yeah, that's what I was afraid of...

ah well

Or you could run it in the source engine.. that would work. (sorry people *takes of HL² fanboyhat*)

How can that all be on the texture? The texture would be made prohibitively large...

I'm fairly certain that objects can be burnt or shadowed, the mos-eisley cantina self-shadows...