How to add LED effects to PCBs?
Usually this is done with a small side-firing LED that shines into a light guide film to distribute the light.  Sometimes they etch small features so the light comes out at only certain places.

Here is an example of similar technology (LINK) :

The circuit carrier film can be a PCB.

EDIT:  Fun coincidence:  I was assembling a new embedded system this morning, and on power-up noticed the motherboard has this same feature:



It is a Gigabyte GA-H270N-WIFI.