Answering question myself for anyone else new to Smartthings with WEMO light bulbs.
You need to install the “Smartthings Classic” app and use that to install the WEMO LED bulbs.
Once you’ve linked the device with the hub, you’re now free to use the newer Smartthings app to control the device.
BTW, I have found it useful to install the Smartthings app on my wifes and my mobiles, to act as controls, and to install the Smartthings Classic app on my tablet to manage the programming.
The classic app has so many more options when it comes to SmartApps - these do not show in the new Smartthings app.