Manually Use LEDs on RJ45 Connector
From the datasheet:

you can see the LED pinout. For your module, 406549-1 the table to the right on the datasheet says these are yellow and green. Yellow LEDs typically have a \$V_f\$ of around 2.1 V; green LEDs typically around 2 V. The datasheet doesn't give any other information, but you could almost certainly drive 5 mA through them to get decent brightness. If you're running a 3V3 supply, a 220 \$\Omega\$ resistor in series would be fine.