A neutral wire allows your Orro switch to be powered while also simultaneously allowing the lighting circuit connected to your lights to be power off. This is why a neutral wire is required for Orro.
If you don't already know, the best way to know if you have a neutral wire in the switch box where you want to install Orro is to check the actual wires. In general, the following also will help guide you.
If there is an outlet (wall receptacle) near the switch, most likely that switch box has a neutral
Switches that are ganged together have a much higher likelihood of having neutrals, no matter what year
If you are unsure whether or not you have neutrals, look in your switch box. Please observe all safety precautions before handling the electrical wiring in your switch boxes.
Turn off your breaker box
Take off the trim plate over the switch
Remove the screws from your switch and pull out the existing switch to look at the wires
If you see a white wire (or group of them), it is VERY likely that you have a neutral in that switch box
The only way to be absolutely sure that you have found a neutral wire is to check the voltage (110V/120V) between the white wire and the "hot" (usually black in color) wire in the box. In a standard switch/dimmer, the "hot" is using one of the two wires connected to the switch.
Generally, the neutral wire is going to be colored white. It may be other colors if the electrician followed a different scheme. Generally, the following diagram outlines what you'll find in a switch box that has a neutral wire.