LEDs are (light emitting) diodes, so they will only work in one orientation. Don't worry about the anode/cathode terminology, if your board has an LED that doesn't work, swap it around. Sometimes LEDs die of course, it happened on one of my Kinesis Advantage but Kinesis was kind enough to send me a couple for free so I replaced the bad one myself. Anyawy, with a loose LED you can try out the proper orientation by bringing its leads into contact with the proper points on PCB before soldering it (the keyboard must be connected of course, and you must arrange for the LED to be lit up (by hitting caps lock or whatever for the particular LED position in question).