All four wires (Hot, Neutral, Load and Ground) stated in the instruction manual are required for proper installation and for the Dimmer Switch to operate/function correctly.
A neutral wire is required for Wi-Fi operation of the Dimmer Switch. It allows a very small 'ghost' current to reach the Dimmer when powered 'off' so that you can still access the device through Wi-Fi to turn the switch back on.
Turning the air-gap switch Off (to the left) stops all power to the Smart Dimmer, therefore the air-gap must remain on when using the switch with Wi-Fi. Turn the air-gap switch off when changing light bulbs.
Please see below diagram and reference your instruction manual for more details. If you are unsure how to install with your existing electrical situation, we suggest contacting a licensed electrician.