Hi Luca,
your question is not obvious.
With Arduino (as far as I know) you can build up one single MQTT connection. This means that you can control one device at time. In the case of the tutorial, one single light. A solution to overcome this problem is to define a new
device type that has as many "status properties" as many lights you want to control with one Arduino.
Let me make an example. Right now you have the Light Type with one property "status". This makes it possible to change the status of one single light in your Arduino.
Suppose you want to control two lights (but it could be 5, 10, 100). You can create a new type where you define 2 properties. You could name them "Status Light One" and "Status Light Two". Each of them could control one of the two lights in the Arduino by checking out the property ID. These are the basics. Then you could create functions to turn on and off every light and also all of them.
I think a good starting point here is to read more about the Types API.
Looking forward to hearing more.