Joined: Nov 2006
Posts: 19,810
Likes: 597
From: NJ, NYC, LI
Bikes: 1940s Fothergill, 1959 Allegro Special, 1963? Claud Butler Olympic Sprint, Lambert 'Clubman', 1974 Fuji "the Ace", 1976 Holdsworth 650b conversion rando bike, 1983 Trek 720 tourer, 1984 Counterpoint Opus II, 1993 Basso Gap, 2010 Downtube 8h, and...
Yes, it's not terribly difficult. But it depends....
An LED requires D/C while the dynamo puts out A/C. A simple device called a bridge rectifier, which any caveman with a soldering iron can put together from four diodes, converts the A/C to D/C.
If your LED headlight is intended to run off a dynamo, it has a bridge rectifier built in. [Though I may admit: I can't be sure of that and don't know how to check.]
Assuming so, then all you have to do is connect the wire from the dynamo to one connection point on the headlight, and run a wire from the frame (or fork or any place that connects it, such as the headset or brake) to the other connection on the headlight, and you should be ready to go.