Can I use native 3ds max lights in Corona?

Yes. Native 3ds Max's standard and photometric lights are compatible with Corona Renderer. However, you should keep in mind that using such lights may result in a non-realistic rendering of your scene (for example: the light source will not be visible directly and in reflections, but it will illuminate the scene).

Additionally, you should always set shadow type to "CoronaShadows" when using 3ds Max lights. Otherwise the lights will not be rendered at all: