In Short: You'll be drawing a gradient in black and white, use the Difference Clouds filter, Inserve it, adjust layer Levels and layer mode, do some masking, then top it off with some Lens Flare.
For this tutorial, I'll be using the image to the right. I'll be adding a lightning effect from the pinky finger to the index finger.
Create a new layer on top of your original image. Press D, for default black and white palette colors. Use your brush tool, round with 100px brush size, at 0% hardness. Brush approximately from tip of finger to tip of finger (see right image).
Press X, to invert palette color to black. Brush in the rest of the area in black. This is where the shape of your lightning will take place. The gradient from black to white will be the shape of your lightning (see right image).
Apply the Difference Clouds filter. Filter > Render > Difference Clouds . You should get something similar to the right.
Now you will inverse the layer. Image > Adjustments > Invert . Shortcut key - press ctrl + I for windows.
Adjust your layer Levels. Image > Adjustments > Levels . Shortcut key - press ctrl + L for windows. Just simply slide your black output levels closer toward the white until you get something similar to what is shown to the right or until you feel satisfied.
Adjust your layer mode to Screen. It is found under your layer palette.
For the finishing touch, rotate the lightning layer to appropriate angles and mask out the parts you don't need. Then add two Lens Flares at the finger tips. This concludes how you can create lightning and control how it bends!
Good luck !