By definition, at the lamp fixture location (or whatever the load is) there will be a neutral present. The hot (black wire usually) is the power feed so to speak and the neutral (white wire) is the return path. So there HAS to be a neutral present at the load location. The issue that develops is when they wire a fixture with the power going to the fixture first and then a separate run to the switch. In this case, they only extend the hot to the switch and then back to the load (2 wires) and omit the neutral to the switch since it generally isn't needed by the switch. Note that when wired this way, one of the wires at the switch is white but its really a hot wire now (and should be coded as such with black or red tape on it). This was a very common way to wire overhead lights in residential. Sometimes they will use 3 conductor back to the switch and carry the neutral back but it is unlikely unless they had a specfic reason to do it. Newer homes generally bring the power source at the switch location first, then on to the lamp fixture which means the neutral is also present at the switch location.
The Inline Modules are basically wall switch modules without the physical switch, shunk down to fit INSIDE the electrical box behind the fixture. Since they have no physical switch and generally cant be controlled by a conventional switch (although the InlineLincs actually CAN, they have a special input for this purpose) you need another controller to command them on/off. The KeypadLinc modules act as both as switch AND a controller for up to 8 devices, however you don't have to use the switch portion you can use them just as a controller for other modules as any of the buttons can be programmed to control any other Insteon devices. The associations can be set up manually or using a HA controller like ISY994 (which greatly simplifies the process).
So you put the InlineLinc in the box behind the lamp fixture and reconfigure the White wire to the wall switch from the hot (load side) back to being neutral (ie you connect it with the other white wires). At the switch location, you remove the old switch and wire in the KeypadLinc, ignoring the KeypadLincs output wire (red). Broken down individually it looks like this:
at the fixure...
1. the incoming hot (black) connects to the InlineLinc black and the switch location black,
2. the incoming neutral (white) connects to the Inline Linc white, switch location white and the fixture white,
3. the InlineLinc output (red) connects to the fixture hot (black),
4, the remaining InlineLink wires are unused (capped off),
at the switch...
5. the incoming hot (black) connects to the KeypadLinc black,
6. the (now reassigned) incoming neutral (white) connects to the KeypadLinc white,
7. the KeypadLinc output (red) is unused (capped off).
(I did not explicitly list all the ground connections, they are assumed to be connected as required.)
I HIGHLY RECOMMEND you read a basic wiring book (or online equivalent) to familiarize yourself with basic lighting and outlet circuits. This will make a lot more sense to you afterwards.
UPDATE: I guess they don't call them "InlineLincs" anymore. They are now "Micro ON/off" and "Micro Dimmer" modules:
Insteon 2443-222 Micro On/Off Module
Insteon 2442-222 Micro Dimmer Module