How does one do that?
A-L-E-X, and others, I see you did not look into the readme text file (of the language of your choice) in the SpaceEngine\docs\ folder. It lists all the key bindings for various features and functions.
There you will also find how to move the camera in all three axes, and roll, pitch, and yaw. As well as three different camera modes. Plus how to toggle a velocity vector icon so you can see exactly where you are headed.
Not to mention all the various lighting controls and many other things.
And all that being said, having actual headlights or spotlights on ships is no doubt a desired feature. (Although I'm sure significant ship updates are not a high priority at the moment.)