In order to use strictly LED lighting on the R2LC, you need to add .01uf capacitors across the lighting outputs to ground to trigger the lighting triacs. If you plan on using the smoke output for lighting as well, add the cap to it too.
The DCDS boards had a variety of lighting outputs, it depended on the specific locomotive, the outputs were programmed for the job.
If you program the R2LC for a cab light, the smoke output is the cab light. It will change polarity based on direction, this allows you to use bi-color LED's and drive them from that output.