In the US, wiring colors are not mandated so there is some variation. But yes typically there is a wire for the line (power coming to the switch), the load (Power going from the switch to the light fixture) and the ground. Then somewhere on the circuit is the neutral wire (typically white).
You will see the neutral at most plugs, and often at the light fixture. Nonnetworked mechanical switches did not require a neutral so it wasn’t always run to the switchbox, although sometimes you found it in a bundle of wires at the back of the switchbox, just not connected to the switch itself.
Lutron light switches do not require the neutral, they are engineered differently using a proprietary patented method. But most other networked switches like the Wemo and the Leviton you mentioned now do require a neutral, although some of the older ones did not.
The original poster in this topic is specifically looking for devices that do not require a neutral. This can save some money in older houses where there is no neutral in the switchbox. Although it often limits the choice of lightbulbs you can use.
The two Monoprice in wall modules that you mentioned do require a neutral. (don’t just look at the picture of the device as it comes out of the box, look at the wiring diagram.) They’re useful devices, they just don’t meet the criteria for this particular thread.