Hello, thank you for reaching out to Microsoft Q&A.
Dynamic Lighting allows you to control and synchronize lighting effects across compatible devices, such as keyboards, mice, speakers, CPU coolers, etc....with LED lighting. You can adjust the brightness of supported Dynamic Lighting devices from this page. (Personalization > Dynamic Lighting)
To adjust the brightness of your built-in display, go to Start > Settings > System > Display > Brightness.
The Brightness slider on the Display page controls the brightness of your built-in display only and does not affect peripherals managed through Dynamic Lighting.
So,
Please let me know whether you're unable to adjust the brightness of your built-in display or the external LED/RGB devices that are controlled through the Dynamic Lighting feature.