The LEDs do receive power via a 4-pin connector and are also controlled via this, but I don't think you can simply connect them to your motherboard or power supply, because then you won't be able to regulate the current for the LEDs. The Enthoo Luxe has an extra controller for the LEDs that you can connect them to.
If you really want LEDs, you might want to look at fans with LEDs, or there are DIY projects that allow you to connect cheap LED strips to the MOLEX connector of your PSU. Hope I could help you a little.