The batteries of light up LED shoes should be located in a rubber or synthetic compartment in the sole of the shoe. You'll be able to reach this compartment through the inside of the shoe, under the insole, near the heel. Lift the rubber cover plate and pry the battery lose with a very small screwdriver to change it. But normally you don't have to change the batteries, as most LED shoes are now USB chargeable. You still might need to access the battery compartment in case your shoes don't light up anymore and you need to check the wires.