Yes, this is the most difficult one to explain and to set-up. I created it as a VM user requested it and I thought it was a good idea.
I currently use it so that when I walk into the garage, motion detector senses my movement and triggers this yes/no question, Alexa says “Would you like me to turn on the treadmill?”…if I say yes then it triggers a routine which switches on the smart plug for my treadmill 
For turning on multiple lights are you able to group them e.g. “downstairs lights” and then use this group in the routine? So when the Monkey triggers this routine it switches the whole group on?
If you can only switch them on individually, then you could create one Monkey and then 5 separate routines for each light, with the same Monkey as the trigger.