Many of these embeddeded wifi devices start in a mode where they act as a wifi hotspot/access point, with a pre-defined password. One connects to the hotspot with a smartphone and opens a web browser, which provides a simple web UI that offers a way to select a wifi network to use as well as the password. The device then reboots into the new wifi network. A bit cumbersome, but certainly doable. (Not necessarily something people would like to do for every lightbulb in their home though.)