Yes, it is normal for Deako switches to feel warm to the touch (even if the light isn't on). It is also normal for some switches to feel warm but for others to not. This is because the switches might be controlling a different amount of bulbs or a different type of lighting fixture.
A scene sets your lights to a specific state (on, off, or selected dim level). A zone groups your lights so that they can all be turned on or off at once. The key difference is that you can turn a zone on or off but you can only turn a scene on.
Schedules set your lights to turn on or off at specific times of day. A timer turns a light off after a specified time period which starts once the light is turned on.