Your power supply has an amperage limit.
Your bulbs also have an amperage(or watts) listed on the base, or package it came in(or a universal part number on the base, or on the glass in ink( like 53, 191, etc). Wattage is used as an alternative to amperage sometimes.
The are common formulas where if you have two bits of info, you can find the third(amps,volts,watts, etc)
So if you have four .25amp bulbs, that eats 1amp of power.
You should shoot for a combined total of less than the supplies stated limit. Say 80%.
Now let say that little supply says 40w is the limit. That gives an all day 32w to use. But unless listed separately, that 32w should count for both DC and AC outputs. 16w each. 16w AC+16w dc=32w.
Regular incandescent bulbs don't care if you use ac or dc to power them. It just doesn't matter or change much you would notice. Very few bulbs are of strictly ac or dc design.
That ac output is not adjustable, only the dcv(dc volts) are.
Don't accidently mix input and output ratings, both can be listed listed.
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As a rule of thumb, a 6v bulb on 12v will burn twice as bright for half as long.
A 12v bulb fed 6v, will burn half as bright for twice as long.
But 24v (your ZW maxed +whistle) will burn a six volt bulb in short order. Maybe pop it.
A 24v bulb will barely light on 6v.
Its best to match to near the maximum you will feed it with normal use.
The ZW is a monster. It can handle about anything. But Please look into learning how to go about checking the rollers and windings. Do that yesterday or you may ruin it very quickly.
Since you are using two transformers, you also need to learn how to phase transformers.
Out of phase is very bad.
I did it "alone" as a kid, directed over the phone. Very easy. https://www.youtube.com/watch?v=iASQfnE6pCk
(phase your ZW with the ac side of the dc "power pack" a more common term for most train folk to immediately guess you are talking about a DC supply.)
LEDs are dc. You do need other thing to go with one.
Any listed as ac have a diode & resistor setup in the "led bulb" base. But that next one you buy must be the same.
Set it up dc, and either type led should work.
You should also consider buying at least a inexpensive multi-meter.
In this hobby it is a very useful tool. You will use it fairly often, and you will learn much faster with one.
Harbor freight has them fairly cheap, and Gun Runner John always seems to have a handle on finding a good deal online. Advanced Search(in blue), will reveal a bunch of threads on the topic.
If you wanted to, most ac trains & motors, can run on dcv. Get a rheostat ("throttle"), and you could run your train off your car battery.
But dc train motors will burn up on ACV.