LEDs all use DC. IF there is AC coming into a device with LEDs, it needs to be converted.
Most LEDs I have worked with use 4.5 volts DC and very very little current. You need protect them for a current overload.
The simplest way to power an LED from an AC transformer in the 12 volt range is to wire a bridge rectifier across the output poles to convert to DC, and then install a 1000-1500 ohm resistor (maybe 1/2 watt) in series with the LED.
IF you still have a Radio Shack open inthe area, a bridge rectifier will run a couple of bucks and a package of resistors will run less than 2 bucks.
You can play with the resistors to adjust brightness. the bridge can be a small one with a 25-50 amp capacity.