you need a switch (or an old servo board would do, It will work same way).Just need to find outputs.
switch i used
and a spare channel on Rx and a simple on-off switch on Tx to operate that channel. and leds of course.
ok that is whats is needed. Now for wiring.
Reciever has three pins
+6V, always on when Rx powered.
+0.3V signal this will maybe vary with each reciever but will be small voltage.
And ground.
Plugging leds into +6v and ground will power lights when reciever is powered(Not controled via Tx).
Plugging into signal and ground wont work simply because of the low voltage.
A signal from the Tx operates the signal wire which closes an electronic gate that lets the +6v pass through and out to operate something and ground just passes through and out.
So if you plug straight into Rx it's always on when Rx powered. If it goes through a switch or the outputs of a servo then its Tx operated. If you have a switch to operate that channel on Tx.
Hope this helps a little, took me a while to get switch to work as it came with no instructions then realised after I did it, the instructions is the page that was on the internet.