How can I achieve this style of lighting in photography?

Looks like two sets of lights to me.
There is a set of blue lights that is filling the room with the “neon” look, and a set of smaller natural spectrum spots showing up the faces in normal color.

It reminds me of the business card scene in “American Psycho.” The skylight is dark but the sliding glass door has sunlight peeking through? I think there was some cheating involved there. I think @dabbler is right about the lighting but there is always the question of how much and where to set it… The best suggestion I would have is just make your best guess and switch it around for your needs. It’s a great shot!

Photoshop.

Use blue light to decorate the room, and a mix of white light from the desk/table to high light the faces.

Here’s a similar use of such lights:
http://media-cache-ec0.pinimg.com/736x/74/b8/34/74b8341feb2f64e66941be8ac5c9004c.jpg

Ditto Photoshop. Take the photo in uniformly colored light, like tungsten. Take it to PS. Take a snapshot in History. Adjust Hue, Saturation or any of the other color adjusters and make it blue.
Take another snapshot.
Select normal picture with the History brush. Apply as needed for the effect you want.
Make sure background is white. Use eraser to create the white areas.
Bingo.

This is probably a composite of several shots with each individual shot separately.
The main light appears to be from slightly above and to the side causing a highlight on one side – due to the harshness of the transition from bright to shadow and the fall off to shadow towards the legs this is likely a gridded beauty dish or snoot. There is proabably a 2nd light from above and on the opposite side that is using a blue colour gel – you can get blue tint effects with white balance but this would tint everything and the main light is very clearly white still so colour gel is more likely.
Finally there may be a 3rd light or reflector softening the shadow on the side opposite the main light.

They appear to be trying to give the impression the light is coming from the table so have lit from different sides of each model to make the direction of the light source be the table.