You're far enough through that you've mounted the four 1N5820 diodes, the 0.1 Ohm resistor, and the 10,000uF capacitor.
This makes a 6V DC power supply, and it is suitable for powering an LED. You can probably nab a 12V wired LED on eBay, drill a hole in the chassis, and wire it up to pins 7/8 on one of the sockets.
There are also some 6V AC lamps, you can wire a feed from the 6.3V winding on the power transformer to power such a light.