There are many steps involved in using a bluetooth module. It must be properly connected. It must be properly paired to some other device. That other device must be sending data in a useful fashion. The Arduino must be programmed to read that data, and act upon it.
Which part(s) are you having problems with? Pairing and programming the sender are not what you get help here with.
If you are using HC-06, the phone needs to be Android. You could use a plain-vanilla bluetooth terminal programme on Android to control the LEDs. The Arduino code to do this can be exactly the same as what you might use to control LEDs with the serial monitor, which might explain why you can't find anything. I imagine you could also use a bluetooth joystick programme to do this in a more sophisticated manner. Android Bluetooth Joystick is one of the biggest threads on this forum.
You might find the following background notes useful