I don't go into how to convert an ATX power supply. There is many to choose from here on Instructables. Such as these: .https://www.instructables.com/id/ATX--%3E-Lab-Bench-Power-Supply-Conversion/ and https://www.instructables.com/id/Convert-an-ATX-Power-Supply-Into-a-Regular-DC-Powe/
I apologies for my cell phone cam, it is only so good.
This is not my diagram nor did i figure this out. I found this on line, here. http://wiringschematics.net/blown-fuse-indicator-circuit.htm
Step 1: Necessities
Needle nose pliers
Step 2: Prepare the Power Supply.
For the power supply operation the red LED indicates the mains power attached and on. The green LED indicates supply on and supplying power.
The diagram shows the fuse, resistor and LED and how they are positioned. That's the main portion we are interested in from this diagram.
Diagram is from here. http://wiringschematics.net/blown-fuse-indicator-circuit.html
Step 3: Drilling and Mounting
Step 4: Assemble the LED's
Next take the appropriate resistor for the voltage you are working on. Cut approx half of of one leg off of the resistor and solder it to the pos leg of the LED.
Next soldier the resistors now shorter leg to the neg side of the LED. I did this because of how my power supply is arranged, it will get the lengths of the legs closer to what we need to attach where we need them to go.
To determine what resistor we need i used this calculator. http://led.linear1.org/1led.wiz . I used 1.3v forward voltage and 25mA for all 3. Only i changed the source voltage to compute. 3.3v says to use 82 ohm resistor. 5v says to use a 150 ohm resistor. 12v says to use a 470 ohm 1/2 watt resistor.
Step 5: Assembly
We will want to solder each LED assembly with the correct resistor to the correct supply voltage fuse.
Second pic shows the 3.3v assembly is installed a soldered. The 5v assembly is installed and waiting to be soldered. The 12v assembly has not been installed yet.
Last pic shows all installed and soldered.
Step 6: Testing
Second pic shows load applied and fuse installed. Led is out indicating fuse is good.
The LED's will only show an indication if there is a load or a short on the output. If fuse is blown and no load then LED will be off.
There is many ways to skin a cat. Some better some worse, but this is how i did mine. Thanks