iOS: On the main screen, select the light you want to move and open the settings (cog icon on the right of the main screen), then tap on “Move to another room” under the Location section and select the new room of your light.
Alternatively, go to Settings tab > Lights, tap "Edit" in the top right corner and reorganize the lights in the different rooms by drag and drop.
Android: On the main screen, select the light you want to move and open its settings (cog icon). In the Room section, you can select the Room the light belongs to.
Alternatively, open the menu and go to Lights. You can then reorganize the lights by drag-and-drop, and move them to another room if need be.