It should be two wires where you find a small jack in the end which connects to two pins in your motherboard. Sometimes the case makers make it obscure to know which is + and -. So if it doesn't work in one way (ie: +-) turn the jack and connect the other way (ie:-+) to the motherboard. Then the LED should light up whenever the HDD is being accessed.
Be cautious when working while your system is running.
Stone walls do not a prison make,
Nor iron bars a cage;
Minds innocent and quiet take
That for an hermitage;
If I have freedom in my love,
And in my soul am free,
Angels alone that soar above
Enjoy such liberty. - Richard Lovelace