I put the LEDs in myself, you could get the ones with the LEDs but they are very expensive (there are 58 of them). They MUST be the 3F version, the 5F with the integrated LED are wired differently and wont work in this application.
There are holes in the PCB for the LED leads but they are not connected to anything so you have to air wire them to the existing LED holes. I just used the legs of the leds and manhandled them into position. This is brutal and tedious work, you have been warned. It's also tricky to get the LEDs to sit right so make sure you make some sort of jig to bend the leads correctly otherwise the switches wont activate correctly. Finally, if you want bicolor LEDs, you need to cut a slot in the switch for the 3rd leg. That sounds worse than it is, I used a rotary tool with a cutting disc (you can see one in the pic above). I thought I took some pics of how I wired everything, ill post them here is I track them down.