There are 2 approaches. Some replace the entire light with an led and others replace just the bulb - both in and out.
Inside I bought paddle shaped leds bulbs to put in the existing lights. On the exterior, there is a good argument made to replace the whole thing, but I didn’t do that on mine. On my 2006, I replaced the original lenses (bargeman 68 style) because several were cracked and put front emitting leds in them. This was fast and easy and required no wiring since the new lenses fir on the old bases. I have had 100% success with this approach and not a single problem after 50k miles and several years. If lamp mounts were corroded or degraded just replacing the whole thing would be better.
What are the lights you are replacing?
2006 Sunline T-1950
2019 Ford F-250