I added a zwave device to our entertainment cabinet and it works well, but I have a question about the activity screen.

After adding the lights my activity screen now has "RF Control" and "System Options". Is this normal?

Also regarding lights: when I add a light to the other cabinet can I control both with one set up? It looks like the place to do it is in Scenes? Right now I only have "Individual Lights"

RF Control is normal after adding zwave lights.

Scenes are the way to control multiple lights. You can also use scenes at the start of an activity. (can not use them at the end of an activity)

Scenes will also show up in the RF Control after you define them in the software and update the remote.