control lights but also see if they are on

or do i have too solder it self (i prefer not).

If you are afraid of soldering you will not get very far in electronics.

Can i buy some shield that i can connect too my arduino that controlls it all ?

No and there is no need. If you have a twin ganged switch that is totally isolated you can connect it directly into your arduino's input pins.

However, I would strongly recommend that you don't because one slip and you make a big bang and possibly a fire. If you are having to ask questions like this you are not yet ready to play about with mains. It would be safer to look at an optically isolated input, but that requires a great deal more knowledge than you have at the moment.

You can get a relay shield to turn you lights on and off.
Lots of places sell them, this is just one:- Myduino - Your AIoT Marketplace!

But please try to get more experience with electronics before playing with mains.