@JDRoberts has info here for z wave switches with no neutral, along with a link to another thread with that can help:
As far as controlling multiple lights, are these lights already wired all to the same switch? Or do you want to control lights that are wired to different switches? If they’re wired to different switches look for a dimmer that you can add group associations to. If you also replace these lights with a zwave switch you can use 1 switch to control as many as you want.