Depending on which of the compatible hubs you have, the add process will vary slightly. SmartThings and Hubitat both have different processes to add Z-Wave products to the hub.
Just follow along with the Z-Wave product set up for your specific hub and the bulbs should add just fine!
It's easiest for the bulbs to add within the same room that the hub is in and of course once the product has been added it can be relocated within the house! Z-Wave has a 90-100 ft signal range but sometimes establishing the initial connection is much easier within about 15 ft of the hub.
Additionally if the product has fallen out of pairing mode, you can find the reset process here: how to reset the Z-wave bulb