Hi Dan,
Looks like those LEDS are designed to be connected directly to 230VAC.
So it is simply a matter of connecting them in parallel with any circuits you want
monitored. Probably a good idea to just buy them, especially if you have limited electronics experience. I looked at doing it with a diode and resistor but even at 10ma the resistor would need to be 23k at 3W. Would not reccomend doing it this way. Otherwise you would need a small transformer and bridge rectifier, capacitor and resistor which is more expensive than buying those LEDS.
Cheers,
Scanman