Yes. Taking your earlier example
float3 LightPosition={-30000.0f,9000.0f,30000.0f};
and, for example, let's assume the light in the building has position (X, Y, Z) = (500, 50, 200) then you could do the following in DBPro:
null = make vector4(1)
set vector4 1, 500, 50, 200, 0 ` the zero isn't used but is needed here
set effect constant vector fxID, "LightPosition", 1
That's all you need. (Obviously you'll need to load the shader as fxID, or change the vector ID if you need to, etc.)
An important point to note is that the shader constants are case sensitive so the following would not work in your example:
null = make vector4(1)
set vector4 1, 500, 50, 200, 0 ` the zero isn't used but is needed here
set effect constant vector fxID, "lightPosition", 1