This is ironic. When Winston is told of the place where there is no darkness, he thinks of all the good things associated with light. He is unable to imagine what he actually finds. If there were windows in the Ministry, then there would be light some of the time and artifical light at other times. Nothing in the Ministry, however, is real; all the light is artificial, and they make sure it's on all the time. It disturbs the captives' sleep and makes them easier to "educate." It is also reminiscent of the bright light that they shine in people's eyes when they carry out intensive interrogations.
So what suggests hope and promise turns out to be just another instrument of power yielded by the state.