Notice the objects in the World Explorer (to the left of the viewport). In this lesson, you will use:
The Spot light. It is inside Spot light fixture. You will make it follow the sphere.
The Sphere. You will make it stay on the panel.
The Panel. This is a cube that was scaled and renamed.
The Spot light fixture. This is a group of objects. Click the plus (+) sign next to the group icon to expand the group and see the objects that it contains. Click the minus (-) sign to collapse the group. The group is already constrained to the Spot light. When you translate the Spot light, the fixture will follow.