Well if you purchase a Samsung LED Cover, as soon as you'll put your phone inside, the option will show on your phone.
The LED case works with the NFC of the phone : for both communication and power supply. On the back of the LED cover is the receiver and there is a ribbon that goes on the front of the cover to the LED display. That's why it is recommended to not fold the cover all the way to the back (otherwise with time the ribbon will break and the leds will stop working)