>>8063269At its very simplest, all you need is to use wire to connect the anode and cathode (those long wire bits) on the led to the proper terminals (+ and -) on a battery. That will light the LED. But that's sort of a hassle and requires you to connect and disconnect the wires to turn it on and off, so a lot of people like to install a switch, which will let you turn the LED on and off without disassembling the kit each time. Which is essentially the same idea, just with one extra step in the middle.
In a setup like this, you would solder the wires to the appropriate places, then hollow out some space somewhere in the kit to hide the battery, wires, and switch. For some kits that are too small/filled internally to fit this stuff, I have seen people run the wires out to a dedicated stand that contains the battery and switch.
Also, this pic is just an example, you're going to be using a much smaller battery of course.