You place the candles one way and light them the other way. The lighting itself goes left to right.
Basic rule
On each night of Hanukkah, you add the new candle on the left side of the existing ones, so the menorah fills from right to left as you look at it. When it is time to light, you first light the shamash (helper candle), then use it to light the Hanukkah candles starting with the newest (left‑most) candle and continue lighting toward the right.
Short answer to your question
So: you set up (place) the candles from right to left, but you light them from left to right. In everyday terms, facing the menorah, yes, you light the candles left to right.
