Hello, welcome to the forum, and thanks for the interest in Hauptwerk.
[I've moved the topic here, since you're currently using the Free Edition.]
Launchpad LEDs will light up exactly whenever the corresponding virtual controls (i.e. the ones you've auto-detected them to) light up within Hauptwerk. Hence if you want Launchpad LEDs to 'latch on' for pistons then you need to use virtual controls within Hauptwerk that do the same thing. Most general and divisional pistons included natively on sample sets' virtual consoles don't light up.
However, Hauptwerk's master generals, master scoped pistons and stepper (on the Registration large control panel -- 'View | Large control panels') all do effectively that, in that they light up whenever the current registration (which they control) matches the registration that's stored to them. The corresponding 'Registration menu: ...' sub-sections in the user guide for those types of controls detail the precise conditions under which they light up, but I think you'd find that they should achieve what you're looking for.
Note that the pistons will only light up if you have non-blank registrations stored to them.