to setup a main dimmer (to the hardwired light) on the first switch and a secondary remote button to control another z-wave outlet on the second switch.
Is this something that can be done with the S2 terminal and associations? If so, how to I wire the second switch? Both leads into the S2 terminal? Or one into S2 and one into Sx?
The device support Scene controller functionality, that means it can send messages like 1 x click, 2 x click etc. It is in the manual. Those can be associated with actions in ST, so you can turn on and off anything with some Automations or Smart Lighting rules.
There is some way to assign association groups too with those Scene IDs, but that is a bit complicated with ST. And I cannot really help with that as I don’t have any experience with it.
The stock DH supports the Scene controller functionality and you can get button events, but I cannot see any option in the settings part to turn the functionality on, on the device itself.