In the Hue app, open a Room or Zone and tap on a light. If you see the effects icon (three stars), at least one light in that Room or Zone supports effects. You'll see a message if you try to play an effect on a light that doesn’t support it.
If you’re not able to check in the app, look for a Bluetooth logo on the light or its packaging. Lights that feature a Bluetooth logo support effects. If your light is a gradient product, it will also support effects.
If you're still unsure, read this PDF for further instructions on determining if your light is compatible with effects.