(Disclaimer: subjective answer based on my own opinions)
Depending on the look you want to go for and the render engine:
1. The Internal Render Engine
You want a daylight scene
I would recommend setting the sky to a generated type. (Have a look in World > Sky. Enable Generated and Blend. Try changing the color swatches, especially the Horizon one) If this works for you, good. Place the jpg:s where you want. In their material settings enable Shadeless (if my memory isn't failing it's under Specular) and disable Traceable (near the very bottom). Oh, and to simplify your life, have a look at the Import Images as Planes add-on. It sets up the UVs, the aspect ratio and the materials automatically.
You want a scene lit by the lamp.
I'd consider using an area lamp (add > lamp > area) that is near the actual lamp's position and shape (See in properties > lamp). You could try to move it down a bit to better light the ceiling of that's what you want to go for. Playing with the lamp's color can also yield interesting results.
2. The Blender game engine
Please consider trying baked light. Andrew Price made a good tutorial about it here: http://www.blenderguru.com/tutorials/introduction-baking-cycles/
You want a daylight scene
This could be tricky. Your best bet could be to use spot lamps that shine through the windows. You could have the jpg:s in the way as they don't cast shadows by default. I am not sure that the results would in any way be convincing.
You want a scene lit by the lamp
The best I can think of is using a spot to illuminate the floor. Maybe combine it with point lamp to fake indirect lighting of the roof.
3. The Cycles render engine
You want a daylight scene
You want to use your HDRI
Crank up the emission's strength. Making the jpg:s work requires some extra trickery, refer to this: https://m.youtube.com/watch?v=8auLtssTkEg
You probably want to disable the planes blocking light. Simply replace the diffuse by a transparent node.
You want to use the JPG:s as a source of light
Simply use them as they come out of the Images as Planes add-on. Maybe strengthen the emission. In this scenario you can discard the HDRI
You want to make a scene lit by the lamp
Simply make the neon tubes emissive.
I hope this helps.