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https://www.reflectalite.com/circuits.html
This looks like a good reference to me, which you might have already seen?
For the switch, think about where you want it and the functionality you want. Where you place it in the circuit in relation to the capacitor is going to influence what's going to happen to the standlight. You can either: cut off power from the dynamo, which will leave the standlight on as the capacitor discharges or cut off current flow to the lamp, which will give you the capability to fully switch off the light when you like
To use the "storage effect" of the capacitor you need to convert to DC. It seems like the LEDs you've linked to work as a drop-in replacement for the bulbs (on the AC dynamo circuit) so you're going to have to add more electronics.
Can reply more when I get to work, these links are hard to read on phone