First, make sure you orient the 3PDT switch right. When looking over the lugs, the lugs (the nine metal parts of the 3PDT switch) need to be horizontal.
Next, you take the wires from the x-wing switch and solder them in exactly the same way onto two of the collumns of the 3PDT. It doesn't really matter which, but let's say the left one and the middle one.
Now there should be one collumn left on the right, with three lugs available. An upper one, a middle one and a lower one. Connect the middle lug to ground.
You take power from the 9v adapter input, wire that to a 4k7 resistor. If the LED is to bright, you put in a higher value. If it's not bright enough, you take a lower value. But 4k7 usually works well.
The other end of the resistor goes to the + of the LED. That's the longest leg. The shortest leg of the LED goes to either the upper or lower lug on the 3PDT switch. I don't know which one is correct from this info, but let's say you take the upper one. If it lights up when the effect is on, it's connected right. If it lights up when the effect is in bypass, you open it up again and solder it to the lower right lug of the switch.
Does it already have an LED? Perhaps some more information could be helpful. The post above is full of good info, but it assumes your current bypass is correct and doesn't already have an LED involved in the circuit.
What pedal are you trying to modify? Are you wanting a true bypass mod to be done? Is there an LED already in the pedal?