To light up your objects for a render, you need a sun.

You can add a sun into the scene by pressing Shift+A, going to the lamps section, and clicking on "Sun". A sun will appear where your cursor is located.

You move your sun to your desired location by pressing G, and dragging it around your scene while holding down the mouse button. You can move it in specific directions by pressing Z for Z axis, X for X axis, and Y for Y axis.

OR just adjust your cursor before adding it in!

Once you place your sun where you like it, press R and rotate it so that your light beam hits your object. You can see the light beam's direction using the traced line coming out of your sun. Make sure you rotate from both angles to ensure your light is aimed the way you desire.

Then, you click on your sun in the list near the top right corner. You need to look at it's properties. Either Blender will automatically show you them below the same list, or you will have to click on the object data window, located in the array of buttons below your object list (hint: the icon for the window changes as you click on objects).

Once in the properties, a good strength to set is around 3 to 5, and play around with it.
Set your desired color of your sun.

You're done!