I made up a harness of LED for my son's T4 before and what you need to work out first is the energy source. You can power them from one of the spare connector of the Rx in which case it will be 6v but in some case it could be 5v you need to check with a voltmeter or your Rx manual to know for sure. or you can use the balance wires of one of the LIPO battery.
Then you need to check the voltage the harness you got will take. When I built mine I designed it to be plugged into one of the spare connector of the Rx which was giving 6v. Then I picked up the LED making sure they will work with 6v then you need to calculate the resistor you need for the LED to work with 6v. for this I use this handy website
http://led.linear1.org/led.wiz
Here is a handy video I used to learn about this topic.
for the holes on the bodyshell I use a body rammer which will make perfect holes but you need to take it easy and be gentle when doing the hole. I personally make the hole to be a tight fit for the LED to go through (what which size LED you have... typically 3 or 6mm) and whether you are going to use a mounting bracket to fit the LED into. I personally don't but I glue them in place using a hot glue gun.
Hope this answers your questions on this topic.
Here if you bought a kit then check the voltage it will take which will dictate where you should plug it into.