He probably means that he wants to put LED on the a/c vents, but Im sure that they have to have the blue and red colors on them, and then based on the air that comes out of the vents, a/c for blue and heat for red, then that is what will light up.
If you do this you will have to look for LED's that have some type of sensor with them so they can differentiate the cold and hot air, or somehow wire the LED to the lever that designates if the air that comes out is cold air or hot air.
I dont know if they even sell this stuff, but Im just thinking that these are the only ways that it can be done. I have never seen this before so I dont know. Just a thought.