A neutral is just a direct pathway to ground that allows electricity to flow to ground in a 120v system without allowing equipment bodies to be part of the circuit. As long as you don't need 120v for the controller 2 wire plus ground is sufficient. However, If the controler diagram calls for 3 wire plus ground, you have 120v circuits in the controller and without using the ground as a neutral too (bad idea) the controller wont operate correctly, if at all.
Long story short, wire it 3 wire plus ground. The light circuit won't have a neutral through the controller so don't sweat that part.
I'm assuming you are in the states and not Europe.
Here is a decent explanation if you want a more complete understanding.
http://diy.stackexchange.com/questions/33602/why-do-240v-circuits-not-require-neutral