If I play a game using a single map that has only one Light Well, do I automatically lose the game if a Shadow reveals that Light Well?

Yes, in the strictest sense.  Since the rules state that the Shadow renders the Well Dark and uses its power to summon forth Xulthûl, and Xulthûl wins the game if it snuffs out all the Light Wells, then technically the demon wins upon its entry into Aethos because there are no more Light Wells to be extinguished.

 However, when playing with a single map, you can also modify the rules to give yourself a chance to beat the demon.  I call this the “Overpowering Light Rule.”  Basically, the “Overpowering Light Rule” states that if there is only one Light Well in the game it is too powerful for a mere Shadow to make Dark.  The Shadow can still reveal the Light Well and use its power to summon forth Xulthûl, but the demon will manifest on the Light Well terrain hex.  Xulthûl may begin attempting to extinguish the Light Well on its next turn (the turn after it manifests).