Glad you're enjoy working with SFML.
Might want to be a bit more specific on what you need help with.
Personally, I highly recommend to build a game and not an engine on its own. It's very easy to over engineer things or build things you don't even need. By focusing on the game itself, you're solving actual problems you're running into, instead of guessing what might be useful and having those things fail when trying to use them.
For lighting there are quite a few articles and implementations out there, I suggest to search a bit.
Here's one library in C++, which you potentially could port to .NET:
https://github.com/MiguelMJ/Candle