"Cathedral Ward" is the 5th known lamp.
How to get
Once you have defeated Father Gascoigne, you will get Oedon Key, this will unlock a gate that is located up the stairs to the right. from there turn right and climb up a ladder, keep going straight and you will see a door, open a cinematic and then you will have "Cathedral Ward" lamp available. (There is also a chest, right after the ladder, contains "Blood-Gem Workshop Tool)
The "Cathedral Ward" is a safe home for many NPC's in the game, always keep in mind, sending NPCs to there will give you some side-quests from them.
The bad stuff?
Right.. all the NPCs you will send there.. will eventually DIE.. keep in mind visiting them often for the items they may give you.