Here is a picture of an ATLAS CN C630 on which I have installed the "proper" lights in the nose and the ditch lights.
All this work was done using optic fiber and a soldering iron. I first touch the end of my optic fiber with the iron to create a small ball of plastic that will become my "sealed beam". Once I had a small bulb at one end of my optic fiber, I cut a lenght of 4 inches to be able to have enough room to work with this smaller piece. I had drilled the holes for the optic fiber wires in my engine's shell, I used my soldering iron to heat the wires to bend them in place. YOU DIFFINATELY DON'T WANT TO BRAKE THEM AS IT WILL CUT THE FLOW OF LIGHT!! You don't need to touch the optic fiber, just to get close to it so that the heat of your soldering iron makes it bent. Use some small pliers to hold your optic fiber in place while you approach your soldering iron with your other hand. Once the wires are all in place, cut the proper lenght to get as close as possible to your LEDs. Practice makes perfect... The easier engines to practice would be the KATO F40PH and the ATLAS C630 as there is a lot of room to work the optic fiber into the shell to the LED. Good luck!