How do I correctly wire this lighted switch to provide power down the line?
If you are looking for the neutral to attach to it, there is a big bunch of neutrals in the back. Add a short white wire to that wirenut and connect that to the silver screw.

To provide power to the next lights you need to take a short black wire and pigtail that along with the black to the next load and the black from the breaker. Then use the short black wire to connect to the switch.