Thank you for the replies.
1) If your wall box does not contain any group of white neutral wires that are spliced together, you won't be able to use the Honeywell timer unless a neutral wire from the branch circuit is present inside the wall box. Refer to the spec sheet link shown below. It states that a neutral wire is required.
2) As an alternative and an option to installing the required neutral wire for the Honeywell, I recommend to return the Honeywell for a refund and purchase an Intermatic brand instead. The Intermatic ST01 series timers do not require a neutral wire. See link shown below:
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