you may not be able to with an actual 3D symbol of what ever cyc light you are using IRL. for some reason, I've found that some times when you convert something to a lighting instrument they won't actually produce light in rendering.
that being said. the symbols for ETC lights do produce light, so if you want to fudge it a little, you can place a 90? S4 (or smaller degree if you want, but generally cyc lights are 90? or more) in your document, create a focus point just behind your cyc, focus the light to that point, turn it on and give it color in the visualization palate and then render! that will make light on your cyc!