Keep in mind that wind turbines work best when used to charge batteries, otherwise their power will fluctuate with the wind. Also, a wind turbine should be placed as far from vertical objects as possible to capture the best wind, and as high as you can feasibly support it. Roof tops are not good locations either, as they will damage the roof, and the turbulence will cause the turbine to break frequently.
To be cost effective (ie: not use an inverter to change the electricity from DC to AC) you would need to buy special lamps and bulbs that run on DC electricity, these may be expensive and hard to find in certain sizes, and running 6 lamps on one circuit is pushing the limits of such a system. You should also buy a few deep cycle batteries (regular car batteries are not acceptable unless you only plan to use the light very rarely). Be warned, while batteries don't seem dangerous, they can be explosive, and if you connect them incorrectly, or don't have the proper monitoring system you can easily ruin them, and possibly start a fire or kill someone. Learn about it before you get started.
But if none of that deters you, here is a link to a nice little how-to video of a guy inexpensively recycling old parts into a turbine.
years of working in the wind energy industry, and numerous books