The method of control for LEDs will vary depending on what you want to do with them.
If you have single color LEDs and you just want them on, you simply plug them into the power distribution board.
If you have single color LEDs and you want to be able to turn them on and off, you plug them into a spike, which is a very standard control method in any of the currently supported languages.
If you want multi-color (typically tri-color) LEDs, then you will have to go a bit more complex. One common method is to connect the LEDs to an Arduino, then control the Arduino via the analog module. If you go this route, prepare to do some more research into control methods. There are a number of hacker/maker websites out there (eg
Make magazine,
Instructables) that have guides of doing all sorts of things with LEDs.