I'm having a room with two pillars inside, when I created a rotating spot light in this room the pillars are not casting dynamic shadows and the spot light is passing through them to the room wall? I need to understand how can I make dynamic shadows for those pillars

You have to set the pillar's CAST flag;
For the other problem, just group the room's meshes and set the SINGLE MESH flag.

That didn't work, when I checked the manual I found that if the cast flag is set for a light emitting entity, the light will cast stencil shadows. So set it for the light emitting entity. In my script I wrote the below line before the level_load

shadow_stencil = 4;

But the pillar still don't cast shadows!!

Also I have set the single mesh flag for the room and this dind't prevent the light from penetrating to the other rooms

If the pillars are models, then you have to check the "shadow" flag in wed.
if they are block then you can convert them to models and make the step above or you use a shadowmapping shader.

well they are already map entities, the shadow flag is not casting shadows based on the direction of the light so I guess the best solution for this is to use a shadow mapping shader.

may need to adjust your shadow_threshold

or your map ambient lighting levels