You can use as many lights as you like, or that your computer can handle rendering, but do note that only 8 of those lights will emit light when viewing your model in OpenGL mode. This is a limitation of OpenGL and not of Vectorworks or the industry module you may have.
If you would like to see the light that is emitted from more than 8 lights (providing those lights are on), please use one of the other render modes that can display the light from more lights than OpenGL.