That is part of the fun of this class. The instructor had a successful studio doing commercial photography for some big clients. Propping is a large part of that and using unique lighting techniques can give your work quite an edge over the competition. I'm not looking to do commercial work myself but I have always enjoyed experimenting with lighting.
As for the light source in question there are several ways you can go about it. Take this shot for example:
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I placed several $1.50 flashlights in the hills and colored them with some theater gels. The gels look like color cellophane and you often see them in the the lights at stage productions and concerts. They can withstand the intense heat of the lights and come in hundreds of colors. The most common brands are Rosco and Lee. I prefer Rosco but that is more akin to the debate of Nikon or Canon.
More and more you are seeing LED technology replace the traditional gels. I have been fascinated by the LED lights and wish I had something similar back when I was doing theater. The
Protomachine is just such a beast. It is a flashlight that allows you to set the color. You can set the color by RGB value or by hue and saturation.
It is an amazing light but you won't find me doing the above shot with it unless it is done as a composite. The light sold for $500 without batteries. It uses a Makita battery and a new battery and charger will run another $150. At first glance it seems outrageously expensive but really is in line with a good speedlight.
The light I have is no longer produced but the guy that makes them is working on version two.
Troy Paiva has seen the prototype and says it is much improved over the first generation.
As for working with light you don't have to spend a lot of cash. Take the label off of a bottle of water and shine a light through that. You will get some interesting light refraction. Now add a few drops of food coloring to the water and you have a wonderful light modifier.
The picture of the gloves can be done at home. I placed the mat on a box to get some elevation then lowered the light below the edge and raised it up until it started to pick up the texture of the mat. Another effect of edge lighting is that often items will take on a bit of a glow. This will intensify as the light gets brighter or the exposure gets greater (longer shutter, higher ISO, wider aperture). In all it took up about ten square feet to shoot.
The great thing about the digital age is that you can experiment and immediately see the results. No waiting to develop film just to see if your idea worked. Not to mention the cost of all those blown shots.