If my evergreen trees started out with limited light and are not full. Will they fill out with a major change.

Yes if you give the plants more light they will change and fill out. Don't do this in mid summer as it may burn the plant with to much light and heat.

If you are indoors make sure you have adequate space between light and plant as not to burn them with the lamp or heat from the lam. .

Are they planted outside? Are they inside? What kind of evergreens are they? What is the "major change"? If you're talking about a low-light indoor situation, gradually increase the exposure to sun, or you'll burn them. If they're outside, but in a shady location, moving them, or removing whatever is shading them will certainly help.

Most evergreens want full sun. Without more details, it's hard to advise you.