Basically, there's a flashgun with an orange gel just to the left and behind the room firing at the wall in the background causing the gradient from bright to dark (the skyline was added in Photoshop). Then on top of the room (which has no roof) there's first a piece of white printer paper to act as a diffuser to spread the light out a little, and on top of that is a transparent plastic box, just there to act as a spacer between the paper and the flash. The flash itself is balanced on the flash tube pointing down with a slight blue gel.
You could do the same thing with continuous lights (tungsten, LED, whatever), I just used flash because it's what I have and also it means I don't have to use a tripod.