For some certain fonts, they have different level of "boldness". For example, Avenir Next has Ultra Light Light, Regular, Medium, Demi-Bold, Bold and Condensed Bold... Below is an example done by Pages.
How do I use / define those "boldness" in LaTeX? To make it simple, please give me a minimal work sample where multiple boldness of Avenir Next is used.

\setmainfont{Avenir Next Light}. If that does not work for you please help us help you by providing a minimal compilable code example of what you've tried so far. – TeXnician Oct 24 '18 at 05:21