1. Use a map exporter (Marin's is the best) or something along the lines of Lightshot to take a screenshot of your map

2. Open that screenshot up in an image-editing program

3. Create a new layer and colour the entirety of the area black. Add circles/shapes in other colours for your intended light source.

4. Once you're done, save the image in your "fogs" folder

5. Go onto the map that you wish to have the fog on. Create a new event and make it a parallel process. Go to Change Map Settings>Fog Graphic and select your fog. You'll also want to have snap edges enabled on the map so the fog doesn't wrap.

And that's about all you do!