The cap is a tight fit to ensure there's no movement once in place, you only need one screw to keep this in place.
The LED strip is 19x9mm and can be brought in most hardware stores. I went with COB LEDS from Aliexpress and cut them down to size - I used these. The cable can be routed down the back of the Z axis and the controller sits at the bottom, for 5v they are extremely bright.