You must try and understand how the LPT1 port works. All the input lines are pulled high +5v by internal pull up resistors. If you have the limit switches activated (but no limit switches attached) then the inputs are at +5 volts - and as far as Mach 3 is concerned this is the active state - so the led's light up.
To cancel the leds, then you must go into Config/Ports and Pins/Input pins and tick the limit switches as "active low". This means that Mach3 will only recognise the switches as "on" when there is a 0volt signal on the pin.
When he connects the limit switches - what does he do - in other words, when the switch is NOT activated, what signal is connected to the pin - a 0v or a 5 volt. If nothing is connected, then the pin will assume a 5 volt signal with it's own pull up.
When the switch is activated, what does it do - does it connect thepin to 5 volts or 0v. If 5 volts, then in Post and Pins/Input signals, that needs to be shown as "active HIGH" in other words the "active low box is unticked. If 0 volts then the "Active low" box needs ticking.
You should be able to connect your switches, and see on the diagnostic page, the switch switching when you activate it manually.