Whenever you come across a part with unknown connections, the first thing to do is look for the datasheet!
If you can figure out the manufacturer (look for small print, logos, engravings) you can often find more information about the product line. If you can't find the exact part, often you can find something from the same line and the datasheet may cover all models in that line.
If you don't understand the pinout from the datasheet, then by all means post a question about it and one of our friendly members will be happy to assist.
After all that, if there is just no information to be found, you can figure it out by trial and error. Relays and switches are two of the easier things to determine pinout using a voltmeter and a little deduction.
A lighted switch first and foremost is going to have poles and throws just like a normal switch. When these are closed they will be shorted and when open will have "infinite" resistance. A continuity test will quickly find these. The pins that power the LED are usually (but not always) separate, allowing you the option of having the light always on, or lit with a particular position on the switch.
Look for datasheets on a lighted switches in general, you'll probably quickly get an idea of what the various pins are for on the one you have in particular.