LED's are pretty simple. You need to know a few things:
1. They are polarity-sensitive, meaning that unlike a normal bulb, they care about which wire goes to + and -.
2. They are current-sensitive, meaning that
a) as long as the voltage is above a certain minimum they will light up regardless of what the voltage actually is; and
b) the more current that goes through them the brighter they are, until too much current when they become permanently dark.
LED's of different colours usually will have different "forward drops" (the minimum voltage) and different brightnesses for specified currents and different maximum currents.
Typical auto use is to run a resistor in series with the LED to limit current; it can get fancier, but for an indicator that'll be fine.
Most of this stuff is easily found on the web. I'd get a few LED's of the colours needed, and hook 'em up to a 12volt battery in series with both a 200-ohm resistor and a small variable resistor ("potentiometer"), something around 1Kohms if I could get it. Using a resistor and a pot for each LED I'd twiddle the pots and measure with a meter until
a) none of 'em had currents too big
b) they all looked the same brightness.
then I'd disconnect the battery and measure the resistor+pot combined for each LED, and use that value for the resistor in the final set-up.
LED's are cheap so get a few extra in case you burn one or two up.
Inside an instrument put heat-shrink on all the joints so you don't short something out; it's a pain taking it all apart again.
