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Probably just wire them to the power LED.This way they are always on when the ds is on.
To run different colors of LEDs, if you want to share a power source, you will need to run them in parallel and add a resistor onto each LED. More info here:
You can't put them directly under the buttons, but you might be able to put them off to the side a bit, although it will probably be hard.
If you poke around with a multimeter, I'm sure you'll be able to find a power source for your LEDs. You say you know a decent amount about electronics so you should be able to use a multimeter.
Good luck!