This is a really guesstimate-y answer. Proceed with caution.
It's dark around 12 hours a day, and assuming they worked 16 hours a day (we also assume here my ridiculous assumptions will balance out) we have 4 hours of electricity use per day. Assume they used three lamps - one for each desk and maybe a main light. A normal lightbulb is around 60 watts, according to google.
I'll do this calculation for a month's work, as that is a nice unit. (Did they work on weekends? I'll assume they did.) This gives us 4*30 = 120 hrs a month. Then we have 120*60 = 7200 watt hours per bulb, *3 = 21,600 watt hours.
Then convert to kilowatt hours, i.e., divide by 1000. This gives 21.6 kwh. Here is a dandy little table of electricity prices in 1940 (look at page 17 for New York). We'll look at column for the minimum price, assuming that Roark and Cameron went as cheap as possible. We'll also look at Manhattan. Apparently Manhattan prices were $0.90 for 10 kwh, so it would've cost Roark and Cameron around $1.80 for electricity per month by this estimation.
I think you'll agree with me something here doesn't make a ton of sense.
Feel free to ping me in the comments if you feel I made any particularly unreasonable assumptions. I'll probably update this a bit as I read more about it.