This will be pretty easy to do, but need a little more information. The 9v battery, is this the 9.6 volts that the car runs off, or a seperate transistor radio type (won't last long). Do you have the LEDs yet? Voltage/current varies, so can't really suggest the best choice for series resistors yet.
**broken link removed**
The link takes you to a web application that will calculate the resistors for you. For 9 volts, you would put 2 LEDs in series with a resistor to limit the current to the LEDs, its protection so they don't burn theirselves up.
The flashing blues, there are LEDs that have the flashing circuit built in, the blues are likely about a $1.00 each. They flash at 2 Hz, or twice per second. A little slow for a strobe effect. A simple 555 timer circuit and regular blues will let you control the flash rate.
Finally, if you are going to tap the 9.6 car battery, you'll want to use a regulator. The car's motors will create spikes that can be a little rough on circuits. Some cars have seperate batteries for the motor and the control circuit (my truck does).