The baked lightmap I believe would be in your stage scenes so it has access to the geometry. You just create a baked lightmap node somewhere in the tree (probably under your root node of the scene). Then use the orange circles to size it so it covers all the geometry. For the objects to accept baked lighting, you need to click into the mesh and enable "use in baked light". You also have to be sure those models have UV2 maps, but Godot can create them for you (check under the mesh tab on the top when you're in the mesh, you can view UV2 and also pack for lightmapping). Now, you can set then light map size on the mesh to something other than 0,0 (try with low values like 128 or 256 as it can take a long time). And on the light itself, you should change baked mode to indirect (baked mode all should be better but it wasn't working for me). Then once that is all set up, click bake lighting at the top when the baked lightmap node is selected. That should be it.
All that said, I've had some issues with baked light quality and artifacts, and I'm not sure it's totally working, Please try for yourself and see, maybe I'm doing something wrong, but I get inconsistent results. I will explore further, as I really need this working for my mobile game (real-time lighting is far too slow). I might even consider writing my own lightmapper, I think I can do it, but it would be pretty complex. Anyhow cheers!