Basically:
1. Draw a fully lit scene.
2. Draw your (potentially colorful) lights to a render texture using additive blending.
3. Draw that render texture on top of the scene using multiplicative blending.
If you want your lights to cast shadows or be soft it might be a bit more difficult.
You might look into LTBL (Let There Be Light) library that is floating around here (I'm not 100% sure of its current status).
I experimented with lighting years ago (the code sucks by now though and using clipper lib might be an overkill):
https://github.com/FRex/HardLightThis is also a good reading resource (this approach should work well for a maze with well defined walls I'd think, it doesn't work for intersecting lines though so be careful around that):
http://ncase.me/sight-and-light/Fog of War is a slightly different and (IMO) easier effect and usually just refers to how RTS games cover unseen land, just draw your 'fog' over any place you want, there aren't shadows, colors, etc. to be considered.