Not a simple answer as it depends on what the LED is (on), and potentially on what is connected if anything and/or if its programmed.
If it's current C4 lighting you need to fine the selection for top/bottom and potentially toggle and set them appropriately. For the 'regular dimmer/switches you need to scroll down a bit, for the essentials you need to select the main driver (not the button sub-driver) and it's right at the top.
Older lighting only has on/off and toggle follows the on/off settings for top button.
For keypad buttons attached to a light, it will follow the toggle light settings (unless you have separate connections for on and off)
Similarly, buttons attached to a lighting scene it follows the lighting scene settings (you'll find similar top/bottom/toggle options under the advanced lighting scene agent)
Other lighting or devices it will depend on the driver - if it can track at all, where the settings are, what can be set and so on. If the lights aren't tracked or have no settings, see a little further below.
SOME device and room drivers (Room Control comes to mind, many but not all blind drivers some relay style drivers, some experience button drivers have similar though sometimes more advanced control for multiple settings/options (this would include some RGB style drivers that can be set to follow a representation of the actual light color)
If you're looking to do it for device on/off sort of scenarios on keypads or anything that can't be 'auto' tracked, the button has to be sett to have the LED (fully) programmed and you'll have to program in the logic (LED wizard driver can help)
In the end if you're having trouble,p lease note exactly what device 's led your trying to set and based on what being on/off
PS LED BACK lighting cannot be individually be changed, the whole keypad uses a singular backlight - though that backlight CAN be changed in colour, including via programming.