A transformer makes AC not DC. A power supply makes DC. If you have a 24VDC power supply then connect a number of LEDs in series and in series with a current-limiting resistor. Repeat the LEDs and resistor strings with as many strings as you want until the power supply's max current is reached.
You need to know the usual operating current of the LEDs (most are 20mA to 25mA) and their typical forward voltage at that current. Different colours have different forward voltages.