LED arent really lights. They are known as Light Emitting Diodes. A diode is an electrical flow through circuit in a way. When power passes through the LED it produces energy which emits the light. LED's, like diodes, only flow power through one way. They run on milliamps of power, very minimal. In order to reduce the power flow through the LED you must use a resistor, which lowers the power to near minimal current. Most leds run on less than 50 milliamps. Any more than that and you will blow the LED. It will light up really bright then go dim and burn out if too much power is ran through it. I have built dozens of pyrotechnic firing boxes for my job and I use leds for my continuity testing.In order to properly build one of these you need to know what the power rating of the LED as well as the resistor. Keep in mind you could run 100's of LEDs on a 9 volt battery. You need to use Ohms law for this. Look below
current (amps) = volts / resistance (ohms)
resistance (ohms) = volts / current (amps)
power (watts) = volts * current (amps)
Above is ohms law. Lets use an example to better understand it:
Lets say you use 12 volts for your power. Every LED has what is known as Voltage Drop. Thats how many volts will be used when lighting the LED's. Normally its 2 volts or less. This means the current going into the LED is 12 volts, but the current coming out is 10 volts. Every led will have voltage drop and you need to know it for the LEDs you are using. Now for the equation.
Lets assume your LED is rated at 20 Milliamps for safe current.
ohms = (12-2) / 0.020 = (10)/0.020 = 500
watts = (12-2) * 0.020 = 0.20
The ohms is really voltage, 12 volts of power minus 2 volts for the voltage drop.
divide that by 20 milliamps or 0.020
That leaves you with 500
500 is how many ohms your resistor will need to be to properly pass current through the LED. I always use 1/2 watt resistors.
This means in order to put out the proper 20 milliamps to your LED's then you need a 1/2 watt 500 ohm resistor for the LED's.
You can use a PCB board or Breadboard to insert your LEDs into then solder the resistors to the LEDs. Now solder the negative ends of the LEDs and attach that to the negative side of your power supply. Now attach your power to the LED and you will have ignition.
This is a pretty rough draft on what to do. If you have questions let me know. You can build a 2'x'2' LED light panel for under 20 bucks. You can also use different color LED's. Red , White, Blue ETC.