1) All of them; some via the MIDI editor, some via the PAD editor.
2) Again, all of them, but it depends on the unit. The DDJ-1000, DDJ-XP1, DDJ-RZ, and DDJ-RZX are the only units capable of using the PAD editor. For the rest of them, pick a pad mode you no longer wish to use (eg. the sampler or pitch shift), then remove those functions in the MIDI editor and add commands for the lighting controls.
Let me know if you need further instruction.