You should include it into your ZWave network first otherwise it will not be able to communicate with your other devices. Then you need to associate it with the load controller that you want it to control.
OK, I already added the button to the ZWave network before wrinting the first post
but after that it gives me a red light if I press the button. So how can I associate it with the load controller ? Also pressing three times within 1,5 seconds does not bring it into programming mode.
I assume that "load controller" means the switch that is connected to the light bulb and switches it on/off.