Some LCDs have the connector for the lights on their own harness, so you get a 5-pin one for the controller and one or two 2-pin ones for the lights.
The LCD receives the battery voltage already and sends it back to the controller when you switch it on. For the lights, it has an additional transistor that switches the battery voltage to the connector/s for the lights.
The other type have the transistor and connector in the controller. The LCD sends data to the controller's CPU to tell it to switch the transistor on.
In both cases, the lights operate at battery voltage and there will be a limit on the current, which means that you won't be able to use very bright lights.