considering the answers you've been getting, these are not stupid questions.
most lighted fans use LEDs, some more expensive ones use cathodes (CC). wether it's lit with an LED or CC, most lighted fans are made of clear plastic so the light transmits throughout the fan parts. those common lighted fans often appear to have several colors emitting from various locations around the fan.
i've also seen some mods with LEDs mounted right on the fan blades, and even some using light-pipes (clear plastic bars) to transfer the light from one LED to points on the fan blades with really trippy results. these type are mostly hand made, and appear to have spinning circles of light within the blades.
further, some ppl make lucite fan grilles with LEDs in them, but the effect is much different than the other methods which create rotating light sources. a lighted grille will primarily illuminate a design that is carved in to the grille.
there are many ways an LED or cathode can be powered. the most common, especially for lighted fans, is tapping in to the same power source that turns the fan (btw, this minimizes wiring cost). nearly all fans, unless otherwise modified, use 12VDC from either a 3-pin fan mobo header or a standard PSU molex (the kind that go into your hard drives). both connections can easily provide the extra current needed for a CC or LED. a CC or LED that lights up a fan can easily be wired in parallel to its fan's 12V source, provided you use the appropriate resistance in series with the LED. this way no other connectors are necessary for the light and your fan will illuminate while the fan is on.
the ppl that mentioned powering an LED from an HDD LED driver, are refering to a fan that is wired so it flashes with hard drive activity. the ppl that recommend wiring a fan LED to the PWR LED jumper on your mobo probably don't know what they are talking about when it comes to circuits.