You don’t need virtual devices just to use voice control to have Alexa turn a zwave switch connected to a ST hub on and off. That’s part of the standard ST/Alexa integration.
Technically it’s Alexa asking SmartThings to do it, but the outcome is the same. 
You use virtual switches when you want to go the other way: have a SmartThings routine cause Alexa to do something without using a voice request, but that’s not what most people are trying to do when they first start out.