That depends very much on the receiver..
Also, you may find (directionally switched) outputs on the ESC, if you are using a separate speed controller.
Many receivers will directly drive LEDs, but the outputs are normally 'logic-level' directly from the microprocessor.
This means you will be limited to the amount of current you can draw, from these outouts: commonly, 12-20mA per output.
BUT.. There is a caveat, that the regulator built into the receiver, may be limited to how much total current it can supply.
The likes of the combined receiver/controllers supplied specifically for use in model trains etc. Quite often have 'reinforced' outputs, where the logic signal switches a FET (a transistor switch).
Each of these outputs can often switch, up to, 2A.
BUT.. Due to the size of the tracks on the receiver PCB, and heat issues, you are normally limited in the total current, to around 3A.
If you can be specific about your requirements, we can do the calculations, and offer specific advice.
PhilP