To make it you will need the following:-
A PP3 battery connector.
A 470 ohm resistor.
A bit of heat-shrink sleeving to cover the resistor.
A two pin Molex style 0.1" (2.54mm) pitch miniature socket.
Two contacts for the socket.
A PP3 9V battery. Alkaline preferred.
And some LEDs to play with.
Step 1: The battery connector.
Step 2: Adding a resistor.
Yellow, Violet, Brown and gold. (For a standard four band resistor.)
To put the resistor in line the red lead is cut about 2" (50mm) from the end and the wire stripped, the resistor soldered in and a piece of heat-shrink tubing shrunk over the resistor and solder connections to protect them.
The three steps are shown in the image.
Step 3: The LED socket.
Since the red lead may be slightly longer with the inline resistor, it's may be a good idea to trim the red and black leads down to the same length.
The easiest way to solder these contacts is to tin both the contact and wire with a touch of solder and then touch them both together and reflow the solder with your soldering iron.