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IDENTIFY THE CATHODE AND ANODE OF A LED
Anode has a longer lead than the Cathode. I think the picture is clear enough. When you have the connection wrong, the led will not light up.
Left is the symbol of a Led diode.
HOW TO CONNECT A LED
To connect a LED, you always need a resistor that will limit the current flowing trough the led. If we take a LED with a current rating of 20 mA and a voltage drop of 1,8 volts and power it with 5 Volt DC, then we will need a resistor of 160 ohms.
5 V.
Of course, you can have LEDs in series or parallel, which will change the value of the resistor. If you put LEDs in series, then it could be possible that you also have to raise the power supply, from 5 to 12 Volt DC, for example. The same goes for the resistor; this will be another value.
HOW TO CALCULATE THE RESISTOR
The formula for calculating the resistor is: (Supply Voltage - Forward Voltage) Forward Current
There are LED calculators online, like for example DigiKey
Resistor =
Picture taken from Digikey.com
Below some Forward Voltage ranges for different colored LEDs
Need more info,  feel free to mail me