Quoted from the webpage:
These convex buttons come complete with same color 12V LED's and arcade standard 50 gram microswitches, ready to go out of the box!
So that is what I referred to.
The thing I didn't see, was the dropdown box were you are able to choose a 5V variant.
Anyway, the general answer persists. There should be a power source already (regardless if it is a MAME PC or JAMMA cabinet) with 5V DC. So you shouldn't need a separate PSU just to lit up the LED's.