Those lights are from
https://fretfx.com - I have them on several basses, and they work great. They'll run you about$100... the lights have a two-sided sticky tape, which gets pressed on the side of the neck. Once on, they will not come off easily... the brains/battery pack presses on to the back to the headstock, and uses a 2026 coin-style battery. When the lights are not in use, the battery gets reversed in the slot. To activate the lights, reverse the battery... very simple!
I have the red lights on my custom bass (n my avatar), and blue lights on my ATK305L. They were helpful in the beginning as an aid to learning the fretboard... now, they just look cool, and players always ask about them... couldn't find any pictures at the moment, but I'll post a couple up soon...