How to add light feedback

To light up a button by pressing it, it is necessary to create a MIDI track dedicated to light feedback.
If there is no MIDI track open on your ableton, create one by pressing:
(Ctrl + Shift + T) or (Cmd + Shift + T).

Find the I/O button in the right session of Ableton and click it.

After opening it, the MIDI track should expand. Select the input and output as "Launchpad S" (or "Launchpad") and set the monitor to "On".

Your LED feedback is now on, and by pressing a button you will have the light coming up.