That being said.. looking at the image you supplied..
I'm betting there are some semi-trans pieces either tubes or sheets.. that are used to line the holes/slots int he gun. Putting an led behind it illuminates the whole piece.
I agree with xl97, It looks like the lighting is central, my guess is that the barrel as well as the revolver cylinder part is filled with something translucent... acrylic maybe. Nice even spread of the lights with no real hotspots. Nice material whatever it is.
The blue haze at the end of the barrel probably isn't real... not sure where the picture is from, but my guess is that the haze is photoshopped
Depends where you want to go with it. You could very easily connect an LED in the barrel with the trigger so that it lights up only when the trigger is pulled. The shells in the revolver you could leave "always on", or if the revolver part is also functional you could give each of the translucent shells its own LED and as the revolver cylinder turns, the LED for the round that is shot is turned off. whether you turn the cylinder manually or connect it to turn when the trigger is pulled is up to you.
I also highly recommend, embracing the unknown and wire the LEDs yourself. It is really not that difficult to hook a resistor up to a LED. There are a ton of LED calculators out there to help you determine which resistor to use in either a serial or parallel setup... most even with a diagram (
This is the one that I usually refer to). As mentioned above, then you can choose which voltage is right for you. I generally tend to put more resistance on an LED as actually needed... they don't burn quite as bright but bright enough for my purposes and importantly you extend the life of the LED.
If you do decide to go that route, remember to group only the same LEDs on one resistor. Every LED color has its own mix of current and "voltage drop" and strange things will happen if you mix and match them. As a rule of thumb, this also applies to the same color of LED but from different companies.