It depends on whether your LED shares a common anode or common cathode.
The simplest scenario is you connect the LEDs to spare contacts on the relay. If the LED is common anode, you could connect the common pin to the relay supply, one cathode through it's resistor to the collector of the transistor (so it is across the relay coil) and the other to the collector of another transistor with it's emitter grounded and base fed through a resistor from the collector of the existing transistor so it makes an inverter.
Brian.