You still have given us next to nothing to work with.
How about some photos of the equipment ?
It doesn't matter what it says really if they are leds then they behave as leds.
The only useful information is:
12V DC @ 1.25Amp, 15W
I need some help to built a LED dimmer and control to my LEDs that i have in my night closet.
I don't have much information about them, but on label attached to the cable it says:
As already stated, if they are leds, it is a constant current power supply and you can't PWM it.
As already stated, the only way to "dim" a constant current supply is to reduce the input voltage.
There is always the possibility that the result of doing this will be the leds dim up to a point and then the supply simply shuts down. If I had it, I would just hook it up to my variable bench supply and I would know in 60 seconds if it would work. How long have you spent on this post ?
Do you see my point. Either get on the bus or get off.
If you want to build your own dimmer then stop talking about the power supply that came with them because you can't use it for that (unless reducing the input voltage works, but we won't know that until you try it)