It's in one direction, but from a bigger source. For instance, a window is one large light source, but the light is coming from one direction, the window. It's all relative. The sun is a small light source in our sky, relative to the size of the sky. Of course, the sun is very big, though, much bigger than our sky. But since it's far away, it's small in perspective.
As you are looking at the light that hits your subject, if it's coming from a small light source, it will create harsh shadows, and only light part of the subject. A large light source will give a broader "wrap" of light, so there are less shadows, and it will give a softer effect. So the idea is, the closer a big light source is, the softer the effect of the lighting will be, the shadows will have smoother edges and there will be less shadow length. The smaller the light source, and/or the further away, the more pronounced and defined are the shadows, so the effect is more harsh lighting.
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