Use the files to carve all pieces.
Glue the cut out bamboo numbers into the corresponding cutouts in the walnut (or whichever material you chose to go with)
Cut appropriate length LED strip for slot. Run wires for LED through the hole at the bottom of the slot. Glue in LED.
Place the bamboo piece over the slot and use an awl or other marking device through the holes above and below the slot to mark the back of the bamboo. Glue the two circles (standoffs) that were cut from the walnut to the top and bottom of the back side of the bamboo over the spots you just marked. Screw this piece in from the back of the walnut.