May I have some help with Scene Creation?

Is the Scene construct, the construct that I want?
I'm trying to control 4 (zwave) switches.
That is, if one of those switches turns on, I want all of them to turn on.
Also, if one of those switches turns off, I want all of them to turn off.
(I know that I can make a Rule to do all of that, but is a "scene" an alternative?)

A scene isn't really the answer here unless you want to create a separate, new, essentially virtual device to set certain switches/dimmers/bulbs to certain settings (including on or off)--that's basically what a scene is. A group would still require a new, separate also essentially virtual device, but with that one device you'd get on/off control of everything by turning on/off the group device (this is a bit more in line with that idea than a scene).

What you're looking for sounds like a better candidate for the Mirror/Mirror Me app, but only if you have one you want to effectively be the master ("one switch" is ambiguous in this context, but I assume it's unlikely you mean that it's the same switch each time). If that's not the case, someone may be able to think of a better workaround, but a Hubitat workaround you could use would be something like: create a group containing all the switches. Then create two rules: one rule with one trigger per switch turning "on," another with one trigger per switch turning "off," then in your actions, adjust the group device accordingly. (You don't really need the group here, but this saves you a bit of clicking in each rule since it's one device instead of four.) Pay careful attention to how I worded the triggers: you want separate triggers in each rule like Switch 1 turns on OR switch 2 turns on, not one trigger like Switch 1, Switch 2 any on (they look similar but behave differently).

But a not-entirely-Hubitat option you could consider: do your Z-Wave switches support direct association? If so, that's likely to be a better, more reliable option here. The new Inovelli switches/dimmers do, for example, and it's their recommended setup for three-way switches if you want to use a smart switch at more than just the "master" location (sounds like your setup, but I don't really know what you're controlling here). Many others could be made to work like this, too, though it doesn't seem to be a popular option on Hubitat.