Is it possible to have a LAMP in a dark room the player cannot see and has to turn on?

Completely possible. Actually, by using the GUI the Quest designers made it very easy for the designer. Remember making the room dark by selecting it dark in the Object settings, and create the lamp object, giving it settings to be useble, may be turned on and creates light. Having a lamp illuminating a dark room is a kind of basic and almost automated feature in Quest. Take a look at Quest domumentation. Other recurring game resources are documented there too.

You might want to make the lamp a weak light source, so that you can find it in the dark. In that case, you'd make it an object that can be switched on and off, and then set the script to run this.lightstrength = "strong" when it's switched on, and this.lightstrength = "weak" when it's switched off. You could also make it's description something like {either CheckDarkness():You can just about make out the silhouette of a lamp in the gloom.:It is an ordinary desk lamp{if lamp.switchedon:, currently glowing brightly}.}