Is there already an prefab for your door without the light? Then you simply have to add the light to this prefab in the scene and click on apply at the right top inside the inspector. This would normally update all objects inside your scene. If you don't have a prefab, add a light to the door without a light with the attributes you want, drag and drop the door into your prefab folder.
Take each door, that doesn't have light, click on the small symbol inside the inspector at the tansform component and choose 'copy component values' (its right at the top at each component, looks like a small gear symbol). Drag and drop your prefab with the light inside the scene and click on the symbol inside the inspector once again but this time, click on 'paste component values'. This should put the prefab exacty at the position where your 'old' door is located. Delete the door without the lighting of course afterwards.
If you also want doors without the lighting, make sure to have a prefab for this as well, otherwise if you change something inside the prefab (deleting the light for example), all prefab copies inside your scene will lose the lighting as well!