So for me there are two ways to really handle this, either you do the work inside HE or inside Alexa. Both "work" involve groups in some way for ease of use.
You can assign groups in HE for lighting using the built in lighting apps such as Motion Lighting or Mode Lighting with the option at the bottom that creates a new virtual device for that rule. Then expose those virtual devices to Alexa. Then name and/or group as you please inside Alexa.
Alternatively you can expose each lighting device directly to Alexa and lean on their Group function. If you have an echo device per room as well, you can put that device in that group as well so that whenever you say "turn on/off lights" it will turn on/off the lights in that room only, at least that is how it SHOULD work, but that is another discussion that April knows well. You can do this method with the grouping done in HE as well but this gives you more granular control if you need that.
If you are interested in the issues I had with per room voice control and my solution take a look at this thread.
