Yes, I drew the steam on the train in Memories, and added a very transparent lighting effect in Picture Publisher to make the edges of the images a bit darker - it makes the picture look al little deeper. And I fixed an ugly seam under Matilda's brows. I make the whole scene in 3d. But I always set the lighting and atmospheric effects for the whole scene. I never separate those things.
Lighting is very important for the proper composition.
Dark and bright areas, the rhythm of lights and shadows - they make the composition. Bad lighting may kill a perfectly modeled and arranged scene. For the stills, I always set the main light sources right after I have a rough model. It helps to understand what to do with the textures - what places need some work, and what places can be left almost plain. The same with modeling - where I need more details, and where a rough model might be enough.