Through hole LEDs are the easiest LEDs with which to work. Simply solder wires and and a resistor in series with the Cathode side of the resistor and it is ready to go.
As you can see by the side-by-side comparison (scroll down for side-by-side, in-train comparision) both the Sunny White and the Golden White LEDs produce a very similar shade of white/yellow. The Golden White is often used in steamers and older diesels where the lighting was either oil lamps, or incandescent bulbs; whereas the Sunny White is often used in modern diesels and electrics where halogen bulbs are common.
To find the Cathode and the Anode: When an LED is brand new the longest leg is the Anode (positive side) which makes the shorter leg the Cathode (the side where a resistor must be in series). If the LED has been trimmed then look inside the plastic, color emitting side, and note the size of the flags inside. The large flag which stands above the other is the Cathode (negative) where the function wire (white, yellow, green, purple, brown, and pink) with a resistor should be soldered. Last way to spot the cathode is to the look for the flat side of the LED. In the picture to the left the flat, cathode side of the LED faces the right.
Resistor values betwen 470 ohm and 1k ohm will work. 680 ohm is a typical value.
Here is a color comparison with the Golden White LED on the left, and the Sunny White on the right
Golden White Sunny White