I assume you've created a light already (you didn't specify in the OP). Turn on the frustum of the light and move it to a more noticeable location. Tamper around with the new light controls to get used to their functions. The global light shadow can be disabled through the viewport drop down settings.

thanks for answering, I tried but i'm still lost... I set on the light frustrum to see where was the light I put it to maximum intensity, I tried to set a globo texture, but still nothing... http://image.noelshack.com/fichiers/2015/42/1444664402-screen.jpg
I only see the light when I set the volumetrics on but it doesn't reflect on the ground, and I didn't find the setting to get the light of the map off.

Oh and by the way I still have this when I start SFM2 http://image.noelshack.com/fichiers/2015/42/1444663764-screen.jpg is that normal?

You'll have to change your video quality in the Dota 2 game view

the resolution?

Like your second picture says, you'll have to change the actual rendering quality to a higher setting. The resolution doesn't matter

ok... hum.... How do I do that..? ^^'

In the Dota 2 game menu press the gear at the top left, and go to the videos tab. There'll be options there http://i.imgur.com/xjgP0ZG.png

Ah yes ! It works ! Now I only have to et the lights of the map off... Or if I... YES !
Camera2 -> Maplightscale -> low !
Thanks guys !

:D

ok now I really, really see the advantages with this version, and all the tools around... Damn !