How can I create different kinds of light, as DirectionalLight, PointLight and SpotLight, present in other engines java 3D?
A light in jPCT is always a point light. You can play around with the intensity and the attenuation.
Is there a future intention to implement other types of light?
No. Fixed function OpenGL lights of that kind are not looking very good anyway. If you want advanced lighting, you should use some shaders anyway.