LEDS are the same across the board, you can* use one from a device in any other device.
Be aware different colours operate on different voltages (roughly 2 - 3.6V) and LEDS are polarised. The safest, easy way to test polarity is to use one of those 3V coins cells (CR-2032 or CR-2016) for short, 1-2 second tests. (Ignore the earlier, moronic comments about using a 9V batt)
The newer Blue and White LEDS require more current than older red and yellow devices. So swapping in a blue to replace a red can be problematic occasionally.
*Putting the LEDs fron an A500 keyboard into your PC is a simple case of getting the polarity right as PC HDD and POWER jumpers supply current for standard LEDs (which the A500 ones are just longer with 2 dies built into one package) without any additional resistors.
Good luck!
Learn more:
http://www.ledmuseum.org/