How do I link keyboard lighting to a WoW addon?

There are lots of World of Warcraft addons that suggest the next action by lighting up the action on your tool bar. For example "Tellmewhen" and "MaxDPS". I am trying to repeat that on the keyboard, so that the key associated with that action lights up at the same time, but don't know how to go about it.

I hope this is the right forum to ask this question.