Is there already a 5V pushbutton that has an integrated LED with series resistor? The button can be used as a normally closed or normally open contact. The LED can be controlled independently of the button. Sales Page
However, my component has no connections, so that the component can be plugged directly onto a breadboard. Cables/wires are required from the component to the breadboard. The button can also be connected as a normally open or normally closed contact.
There isn’t enough information in the data sheet you provided to do anything with. There is no indication of what the pins connect to or which pins are which (and thus no indication of the polarity of the LED in relation to the pins.) Without that information there isn’t anything to do.