There are a few conditions you may wish to check or revise. I do not believe ADE or any tool can place an effect that does not have a model and associated attach point. Also, I had difficulty finding the "Add" feature you described, the only one I found was under "Lists," in the Model window. Please bear in mind that software effects of lights are exactly that, they are designed to look like lights within their context. The effect, "fx_landing.fx" looks very much like a landing light when placed on the wing of an airplane model and it also looks pretty good as a headlight for a vehicle model. The effect itself is not terribly bright and it's key feature is the light splash on the ground - what I am saying is that I do not know that it will work in the situation you've described, it might, but it is entirely possible you will have everything else exactly right and still see nothing because of the chosen effect. I think it would be more prudent to use an effect that emulates a high visibility marker light, like a nav light effect, at least until you have your design working.
To add effects as lights to airports, I use a different placement tool, but I create a small model first, attach the effect to that and go from there. The GUID is the GUID of the model. Jon would be the one with the answers, but I should think that process would work for your "add" button. Finally, the simulator has a built in effects tool, which you have to activate to use, it is not hard. It allows you to temporarily place, view and edit effects within the environment of the simulator and I think it would be very useful to select and test the kind of effects you want to use in your design.