The most common technqiues used on SF models are:
1.) Fiber optics: this involves drilling holes into the model and running the fibers from the lightsource to the holes.
There are some Fiber optic Kits on the market that should contain everything you need.
2.) Light bulbs and LED's: Those can be hooked up to wiring circuits to provide things like flashing lights, running lights, strobe effects, etc.
3.) Light sheets: This is a sheet that lights up evenly and is often used for things like the engine on the Millenium falcon, warp nacelles, or similar.
Takes soldering, care, pricey and can be hard to get.
3.) El-Wire: This is looks similar to fiber-optic but instead of transfering the light from end to end the whole fiber glows like a neon tube. Can be had from a variety of sources.
Different applications will require either one of the above. There are a few other techniques available, but I would not recommend them to an in-experienced modeler.