The lighting is 4 lights:
A strong direct light, which simulates sunlight, and is responsible for the shadows on table and windw-sill. (it's the light with the sharpest shadows).
A Vray light (which is the same as area light) positionned directly in the window, responsible for illumination spreading from the window.
A blue, weaker light from inside, to lighten areas at the back of the camera and the right side of the courtain, which would be almost black otherwise.
A red light, also to lighten up some areas, and to give the whole thing more depth.
I always use coloured light to brighten up shadows (in this case nr. 3 and 4), I think it gives a nicer atmosphere
than white lights.
I linked a camera to 3 and 4, so that I could adjust it better by looking through. (the direct light in Max has this option by default)
Rendering and Postproduction
After a lot of tweaks in materials, lighting and position of objects and camera, I rendered (Vray). I had all Render Elements turned on, to use them in postproduction.
In the picture below, there were a few corrections to make. The top one is the original render, the bottom one is after some edits in corel.