Installing a Smart Light Switch
Oh no, send that cheap Cheese piece of junk back to Alibaba.  


  Note: The dimming feature not workable for the LED and engergy [sic] saving bulb


That is terrible English. They didn't even bother falsifying a mark from a reputable testing lab, they just faked FCC cert (most do) and CE mark (which is only a manufacturer's promise anyway, and falls short of true safety testing standards, let alone the testing itself.) 

This thing is not for LED (which presumably you will want to use at some point), is unlisted and not safe or legal for sale in the UK, and due to the neutral wire isn't even a correct fit for your application.  Get rid of it.  

Get a workable neutral-less LED dimmer at a reputable vendor like Wickes, or one made by a reputable maker that is "ships from and sold by Amazon.com".  EBay/Alibaba-AliExpress are right out, even if they claim to be reputable brands, they may be rejects or counterfeit.