Does anyone know where to connect a set of dash warning lights for mercury stern drive. Previously had a fountain that had red warning lights that would go off when I hit rev limiter etc..and want to hook up the same on a new boat.

Need more info to answer the question, as in which warning lights?
Most have 12V on one side and a ground turns them ON. Such as low Oil pressure light. When oil pressure gets low the low oil switch grounds the other side of the light

On my previous boat with 496 HO's all warning alerts would cause the lights to come on, there are a pair of lights on the dash(one for each motor), rev limiter and all warnings. looking for the trigger wires to do the same on my new boat.

What motors/ECM do you have?

565's

The good is that motor has a lot of sensors on it and the PCM will sound the alarm when needed.
I don't have a wiring diagram for the motor so unable to know which pins do what.

Could parallel wire a LED with the alarm so there is a light that turns ON when it sounds

I'm adding some and that is my plan.

I used the alarm pieper to connect a light on this wire. If the alarm sounds the light are on.

I've added LEDs in parallel to the warning horn wires. Easy and effective.