Installing Red JDM hazard button 04-05 WRX/STI

How to install a OEM jdm style red hazard button on a 2004 - 2005 Subaru impreza WRX or STI.
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Hello ! I have the same vehicle and I have a question related to the original hazard button. Since i have the car that button always is "off" I mean, it does not have a light like the climate buttons for instance, so I would like to know if you know if the hazard button has a light or not? Because even when i press the button it does not turn on a light. (I mean a light in the button, not the hazard lights of the car.)
Thank you.