There is a bunch of ways on how to make a lit pushbutton. This one has to be the best one so far. A spring that allows an LED to be movable are actually it's pins that are left a bit longer and coiled under the board.
Underneath the LEDs are pushbuttons that LED rests onto. When you press on LED it will press a pushbutton thus making a contact! This is a very good idea for a lit pushbutton!
[ Source: pros ]