Thanks for contacting Science Buddies! It sounds like you are trying to do a very ambitious and neat project. I'm going off my art skills here, and I'm not positive this will work, so bear with me.
I would suggest using resin (a clear liquid that turns hard like glass) and a brain mold. Fortunately, since it's Halloween time, you should be able to find a brain mold no problem. Here is a link to get one for free (?): https://apfco.com/secure/w1381/product_ ... t=KW1381-1
You can buy resin at any arts and crafts store; I know for sure that Michael's arts and crafts has it, or online such as Blick's art supplies.
For the LED lights, just make sure that they won't melt when you put them in the resin. I think you should be able to put the tiny lights in the resin (in the brain mold) as it hardens, so you get it in the right place. Or add the resin in layers, so that you put the LED in place, then add the resin on top.
This idea may work better, and might be easier to handle vs. resin: Make a gelatinous substance used on this website, using the brain mold: http://www.myscienceproject.org/gelatin.html
Another idea I had was to create a flat, 2D model out of Styrofoam, and poke the LED lights through a small hole in each area of the brain. You could use Christmas lights, even.
If I come up with other ideas later on, I will post here again. Hope that helps! Please post here again in this same thread for additional help.