Capacitors don't output voltage until after you've put some in, and then, they still don't convert it to the maximum rating on their label, only the amount you put into them.
The circuit is supposed to go: Battery, switch, capacitor, then the other end of the capacitor goes back to the battery, all in series, and the + on the capacitor must be connected to the + on the battery when the switch closes. Then you put a resistor from the capacitor + to an LED which is connected to the - of the capacitor. You can add more resistor/diode circuits in parallel to the first one. You can add a resistor or 2 from + to - of the capacitor to get it to drain quicker. The problem here is that you have not named a battery voltage or size, so the resistors can not be calculated.