You’ve loaded a 3D scene, not lighting or a rendering engine. You have to create the lighting you want. The result on the left appears to have path tracing or baked lighting, a realtime engine like three.js generally needs baked lighting for that kind of look. A good start would be to bake ambient occlusion — there are many Blender tutorials on YouTube for that.
Or you could try using a three.js-based path tracer instead, like GitHub - gkjohnson/three-gpu-pathtracer: Path tracing renderer and utilities for three.js built on top of three-mesh-bvh.. Just understand the framerates will not be 60 FPS when pathtracing.
if this is supposed to be runtime, 60/120 fps, then it’s a clear cut case for baking. there are a few tutorials on that on youtube but nothing that i know of that is complete. the only complete tutorial i have seen so far is in bruno simons threejs journey: Three.js Journey — Baking and exporting the scene
and if you go on the main site you immediately see where this is going https://threejs-journey.com although this is more cartoonish but you can absolutely create realistic imagery with that.