How can I emulate lighted address numbers on a home's picture like this?

Hi MJ  We don't know your level of experience, so forgive me if I explain things you already know.

Lay down your type with the Vertical Type tool

Make the type layer a Smart Object (via right clicking)  We do this so that when we Free Transform to fit the perspective, the handles always remain at the corners.

We need the type to fit the scene's perspective.  One way to do this is to make a simple work path with three points. Then move the corner point so that the two lines exactly match the perspective. 

There's a wee gotcha here, because we can't Free Transfor a layer when a workpath is selected, because it defaults to transforming the workpath, so we need to move the end points into position, and stroke the path to create guide lines

Now we can transform the type layer smart object to match the guides we created.

OK, let's add some effects.

We can create the depth with drop shadow, but because the lfont is so thin, I had to use two drop shadows with different offsets.  Note: you need to change the blend mode to Normal.

We might as well carry on misusing drop shaddows.  If you look at the layer styles below we have a number of drop shadow effects.  It's important to understand that the order is important.  Just like Layers, the higher the effects at the bottom of the list are covered by the effects above them.  So we need to select the lowest drop shadow, and click on the + to add a copy.  Then sellect the lower of  the effects and change that one. 

I changed the blend mode to Screen for the white highlight.  Make sure Global Light is turned on for all of thhe effects.

Copy the lower most effect again. Select the lowest one, and change the settings.

Note: because we are using a deep yellow colour we need to change the blend mode back to normal.

Note, because we used Layer Styles, we can double click the smart object to open it in a new window, and change the font.

Use Layer Styles (fx) such as Drop-Shadow can get you some of the way.