The drop down box shows which room I want to assign it to. Can I assign it to more than one room?
No. Devices on Vera can only be assigned to one room.
The room is irrelevant, though. It’s just an organizational/visual tool for you, it has absolutely no effect on the operation of the plugin. You can control lights in any room, regardless of which room the plugin device is in. Many of us create a “Virtual Devices” room or similar for plugin devices that can do things system-wide, just so that “No Room” doesn’t become excessively cluttered (I think of “No Room” as my to-do list: things that need to be put elsewhere).