Yeah, they don't ward them off, they attract them to the bug zapper (the lights mostly attract moths, not mosquitoes).
How well they work really depends on how many mosquitoes you need to control. If you have a limited area you need to control mosquitoes (like a screened porch where you just want to kill the few who sneak in the doors), it's probably going to work, but if you're trying to attract every mosquito in the neighborhood to the zapper instead of to you, that's probably wishful thinking.
Important things for controlling mosquitoes mostly involve getting rid of their breeding grounds...standing water. Change the water in bird baths daily, make sure there aren't any buckets or old tires or flower pots collecting water that is just sitting, keep pools properly chlorinated, stuff like that.