No, Poser does not support selective lighting.
Advanced
However, Poser does support rendering on a per-light basis (menu Scripts > RenderControl > RenderPasses)
and on a per-object basis. (menu Scripts > Partners > Dimension3D > Render Content)
This way one can obtain a lot of half-products (“render passes”) which in turn can be combined in post. Usually, stacking the images as layers in an image-handling program like Photoshop, with the layers set to Screen mode, is the way forward. A tutorial on Poser Render Passes can be found at http://www.book.artbeeweb.nl/?p=388 .