For me the device is already included, you don’t see it on “light” section ?
But ATM there is lot of issue about the “install code inclusion” and I have never used this procedure.
Here you have an user with this kind of device Bosch Room Thermostat II issues
On Z2MQTT, you need to enable the “pairing” on the device then make the request with the install code, and you have nothing more to do, the network switch in permit join alone and wait for the device.