Saturnmist09,

The first thing you have to decide if you are going to modify the stock replacement light setup for a streamline coach
or go with LED's.

If you choose to modify the stock parts for lighting a streamline coach the following link will take you to Lionel Train Replacement Parts, for an El Capitan Streamliner Coach. You will need sequence/items 10, 11, 17 & 19 from the photo diagram/schematic shown. you'll probably need a bit of wire to hook things up.
http://www.lionel.com/CustomerService/ReplacementParts/index.cfm?doAction=productPartFilter&number=6-25131&productID=9b9aa180-7c2d-44f8-8e58-9a3a0cbe6e95

If you choose to go with LED's you will need at least one of the part# 6209051100 replacement trucks (sequence/item 19 in the above link)
You will have to get some LED's & resistors, wire & figure out how & where to mount them.
Whether you choose LED strips or individual bulbs is up to you.

Whichever lighting system you choose, you can contact your local Lionel Dealer/Service Center with the Lionel part numbers you need and order them if they do not have them in stock.

LED's & Resistors are available online or at Radio Shack.

Dave