The LEDs can be connected between the pins 2-9 and ground. Be sure to check the polarity.
LED Polarity LED Polarity
Parallel Port 25 PIN D-SUB FEMALE at the PC.

Pin Description
1
Strobe
2
Data 0
3
Data 1
4
Data 2
5
Data 3
6
Data 4
7
Data 5
8
Data 6
9
Data 7
10
Acknowledge
11
Busy
12
Paper End
13
Select
14
Autofeed
15
Error
16
Initialise
17
Select In
18
Signal Ground
19
Signal Ground
20
Signal Ground
21
Signal Ground
22
Signal Ground
23
Signal Ground
24
Signal Ground
25
Signal Ground