how do you attach a light to a unit..?

Unless it is a weapon you can't really. Trust me I have tried. You can use AttachOdf or AttachEffect and give a unit a light the problem is when the unit dies the light stays so after a while you have a whole map full of lights from dead units that or the light stays where the unit spawns.
If you want to give it a go have a look at AttachedEffects.doc on what to add to the units odf.