There are variable LEDs out there, but all have a minimum voltage that they require to operate. Most of the time this is around 3.5 volts, well under operating voltages for most digital circuits. Read the packaging, it will tell you what voltage you need. If the LED can be adjusted the packaging should tell you how this is accomplished (haven't dealt with them, but I did find some products that use them)
Note, LEDs are diodes, voltage only flows one way through them; so, if one or more of your LEDs don't work, maybe you have them hooked up backwards.
Another way to tell which leg is negative on a round LED is to look for a flat side, square or rectangular LEDs have markings (packaging will tell you how).