It's more or less impossible for us puny humans to duplicate the raw epic power of a lightning bolt. They can travel at 140,000 mph (or about Mach 184 if you're counting), heat the surrounding air to three times the temperature of the surface of the sun, and transmit enough energy to toast approximately 100,000 slices of bread.
To study a lightning bolt, you first have to capture it, and it turns out that the best way to do that is to fire rockets at thunderstorms. Yeah, it's probably best not to try this at home.
To call lightning to the ground like Thor or Zeus, all it takes is a little hobby rocket with a kevlar-coated copper wire hooked on to the end. The rockets are launched anywhere from hundreds up to a couple thousand feet into storm clouds, and all the electrons bouncing around up there see that big fat conductive wire and are like, "sweet!" They race down the wire to the ground, and pow, you've got lightning. In the pic at the top, you're seeing the wire get vaporized (the copper burns green), and then multiple bolts travel down the still-ionized channel as it drifts sideways in the wind. Here's how it looks on video, with some AC/DC thrown in for good measure:
While rockets work well enough, some recent research has been testing out mobile terawatt lasers to start up lightning storms. When the laser is fired, it leaves an ionized channel in its wake, which serves as an electrical conductor through which lightning likes to pass. While so far the lasers have just been able to spur discharges inside clouds, more powerful systems may be able to cause actual air to ground lightning strikes. The lasers would be deployed near electrical substations, airports, rocket launching pads, and other places that don't react well to lightning strikes, and they'd be used to call down a bunch of lightning bolts in safe areas, sapping storms of their electrical energy before they can do any harm.
And no, I don't see how laser-directed lightning strikes could possibly be used for evil.