This is most likely because you don't have a backdrop.
Unlike in the UE4 plugin, particle lights in the PopcornFX editor don't light-up other particles, so without any surrounding geometry you won't be able to see them.
If you're not sure how to add a backdrop:
First make sure you have an FBX mesh in your project, and that it's properly imported.
In your effect, unroll the "Editor properties" node in the treeview, them "Backdrops > 3D Layers (World)", right click on the "3D Layers (World)" folder and select "CNedEditorBackdrop_Model3D"
(documentation for that backdrop can be found here: http://wiki.popcornfx.com/index.php/CNEdEditorBackdrop_Model3D )
Then set the "Resource Model" property to your FBX file.
You should see the mesh backdrop appear in the viewport, you can move it around if necessary, and the light particles should light it up as expected.
Also, to debug the light particles, there is a debug button in the top viewport toolbar that shows the light particle bounds:
http://wiki.popcornfx.com/index.php/File:ParticleEditor_02_a.png (button #23)
Does this help?