After filling in the vertices in your execute buffer, you typically use the D3DOP_PROCESSVERTICES opcode to set the lighting and transformations for the vertices.
The D3DPROCESSVERTICES structure describes how the vertices should be processed. The dwFlags member of this structure specifies the type of vertex you are using in your execute buffer. If you are using D3DTLVERTEX vertices, you should specify D3DPROCESSVERTICES_COPY for dwFlags. For D3DLVERTEX, specify D3DPROCESSVERTICES_TRANSFORM. For D3DVERTEX, specify D3DPROCESSVERTICES_TRANSFORMLIGHT.