Step 1: Design
Knowing the diameter of the light you need to account for the thickness of your walls and the curvature to make sure that you will have space for your light inside the finished object.
Since I used a round light I started with a circle.
Next on the plane perpendicular to the face I drew two arcs to get somewhat of an S-shape. I could have also used a Spline.
Use the Sweep function to make your circle extrude along the Spline or arcs (or whatever shape you made)
Use the Shell tool to make the object hollow
I also added some features to the face by creating work planes outside of the object and then drawing a shape and using the Emboss tool.