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According to what is known of Caravaggio, he did, indeed, paint from the life, arranging his subject matter and lighting for the effects he desired.
Like learning to paint using the value range that's circumscribed by our materials, learning to "see" directional light and to adjust still-lifes and other setups for effect is something that requires study, observation, thinking-through and considerable experience.
Painters would do well to learn how to manipulate light sources rather the way professional photographers are instructed. For example, in a still-life situation with a single light source, the environment can be manipulated to control the effect of light on the setup. A white card set opposite the light source will "bounce" light, filling shadows and flattening lighting and reducing contrasts. Replace it with a black card, and the effect will be to "suck" light from the shadow side, heightening contrast and deepening shadows.
Directional light may best be studied by painting in the lightest registers. This was the object of instruction in the 19th century academies in drawing from plaster casts. Many instructors today teach from "all white" still life setups placed in shadow boxes, where the color temperature and direction of the light source can be strictly controlled. Painting from them develops understanding of value, contrast, and the way warm/cool shifts turn form.
As with every aspect of representational painting, "making things up" usually yields poor to indifferent results. Until the artist has sufficient experience and knowledge working from the life to have a solid visual memory, it's best to begin with adequate, solid information from life.
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