Welcome to Electro-Tech, Pablo_101!
Most white LEDs run on 3-4 volts, so 12 volts may not be enough. However, most PSUs actually produce more than the rated voltage, so it may work. You will have to experiment a little. You would also want to rectify the output from the transformer using 1N400x diodes before connecting your LEDs. You also should have a current-limiting resistor to protect the LEDs when the potentiometer is turned to its lowest value. All of the values (voltage, current, resistance, etc.) depend on the ratings of your LEDs. If you can provide us with this information, we will be able to help you more.
Best regards,
Der Strom