When artist Chris Domenick stood in the monumental Main Gallery of the Ezra and Cecile Zilkha Gallery, he observed the way light from the building’s windows worked with his new installation. “It's so cavernous and incredible and the light is so amazing,” he said. The moment marked a milestone—his first solo institutional exhibition, Private Figure, a show that combines floor- and ceiling-based lamps with wall works by the artist. The Zilkha Gallery, Wesleyan University’s home for contemporary art since 1973, is known for encouraging artists to take risks that may not be as welcome at more traditional gallery spaces. For…