Is this normal? I never bothered to wonder about it until I started researching changing to colored LEDs. These are supposed to light up, right? Driver and passenger side are unlit at the moment.
EDIT - I've added a consolidated How-To here from my own experience using the various other walkthroughs listed in this thread, with some detailed pictures. Be sure to read this entire thread as well.
First, remove the bezel from the doorpanel that holds the windows and door lock switches by following Step 3 on this page: http://www.myfordfocus.com/how-to/doortrim.htm
Basically, you remove the round cover, remove the Torx screw, and then pull on the bezel from the side nearest the hinge (the left of the diagram in Step 3 of the link above). When that side pops up off the doorpanel, there is one more pressure-fit clip on the opposite side, and then maneuver the bezel off of the door handle. You may have an easier time working with the wiring by removing the entire doorpanel... all of the steps for that are listed in the above link, but it's not necessary to complete the wiring job.
Here is the first How-To that was published that shows Step 3 in pictures: http://www.ineedawebsite.com/BlazingCopperZX3/Door Lock LEDs.html
This How-To is outdated though, since it also shows how to completely wire up the LEDs by soldering wires directly onto the switch, and then vampire-tapping the window switch wires. There are two downsides to this: first, your switch is no longer completely removable now that it's soldered to the harness, making it significantly more difficult to remove the doorpanel if needed. Second, the vampire taps, while acceptable, are not as secure as a soldered connection and are just plain sloppy-looking (and can sometimes be a source of rattling).
To perform a factory-like install, you will need two spare door harnesses or lock switch pigtails and you will be doing some pin removal from the door lock switch connectors on these harnesses. Many people don't realize that most Ford connectors come apart fairly easily...
v-------ON THE SPARE CONNECTORS-------v
Pop up the plastic insert using a very small single-blade screwdriver or wiring connector tool (you may need to do both sides at the same time to get it out):
Remove it and then insert the connector tool or screwdriver into the back side of the connector next to the pin you want to remove. The tab that needs to be released is in the middle of the connector, so the tool should be inserted on the side of the pin that faces the middle of the connector. I removed a black wire, and a black/yellow wire to use for the LEDs. Here is what the pin looks like when removed from the conector:
Remove the electrical tape wrapped around the wiring as far back as you can go (yes, it's sticky and messy... man up, you can wash your hands later :lol, and cut the two wires from the harness. I don't have an exact measurement; just get as much as you can, and you can trim it later if it's too long. I just pulled off the electrical tape until I reached the first zip-tie and that gave me just enough (10 inches or so).
Since there are only three wires on the connector, you need two harnesses to illuminate two switches, so repeat the above for the other spare harness.
^-------ON THE SPARE CONNECTORS-------^
Now that you have the pinned wires you need, pop up the plastic insert on your car's lock switch connector, and then insert your spare wires so the black wire is on the bottom right Pin 4, and the other wire goes on the opposite corner in Pin 5.
Push the retainer back in and you're done with the lock switch side:
Now you have to tap into the illumination wires that feed into the window switch. These are the black wire for ground, and green wire for power. Black will go with black, and black/yellow will go with green. To test this, strip the ends of your spare wires and insert them into the window switch connector at the appropriate pins, connect the lock switch connector to the lock switch, turn the ignition to Run, and take a look at your lock switch. You'll most likely need to cup your hands over the switch and peer inside since the LED is pretty dim, but you should see the switch light up. If it does not, reverse the wires (black to green, black/yellow to black) and check again. If this works, it just means you transposed the wire colors on the lock switch connector, which is no big deal. Just remember which configuration works before you solder.
Remove the spare wires from the window switch connector when you're done testing, and then pop up the retainer to remove the black and green wires:
Now, size up the length of wire you need. With both switches in the doorpanel bezel, plug in both connectors and mock it up to the door. Run the two wires along the inside of the bezel and route them to the back of the window switch connector. Be sure to give yourself some slack so the wiring can go around the separator in the doorpanel... I ended up not trimming my wires at all and used the entire length.
Strip the ends if you haven't already, tin them with solder, and tin the back of the window switch pins so they can be soldered together. Essentially, this is what you want to end up with:
The black wire from the window switch is smaller than the others, so this doesn't cause any fitment problems. However, because the green wire is fairly large, you need to make sure your solder connection is strong but unobtrusive so it can fit back into the connector. I had to force the pin a bit using a screwdriver, but it did eventually fit.
Here's the green wire done:
And the black wire:
Lastly, remove the electrical tape from the OEM lock switch wires, and re-wrap them with your new wires for that factory fresh finish.
And you are done! Your lock switches light up, you can still easily remove your doorpanels, and you'll be content knowing your wiring connections are as solid as they can be.