here's a picture of component that is not a LED but emits light, it's a tiny glass light bulb with a resistor and a red plastic case for mounting it.
It's a neon light. Like it says it works at the mains voltage, you can't make it work at 5 V or so. The thing with the neon light is that it needs a higher voltage to ignite, but then the voltage drops, and the series resistor then will control the current, just like for a LED. So you need the resistor, which may have a high value, like 100 kΩ IIRC. Then the current will be in the order of 1 mA.
That looks like a neon lamp to me.
It is a neon light bulb and requires AC voltage to operate. Typically from a wall socket or other high voltage source. It will also light up if placed in close proximity to high RF energy (typical of a high voltage transformer as in older television sets or radar units where high RF energy is always present). It will also work close to some microwave systems. I used to use them attached to the plastic cover of an alligator clip to test RF energy being produced in an aircraft radar system while I was in the Air Force; and used them to verify proper output of the high voltage section of televisions to see if the transformer was producing sufficient RF to power the picture tube.