In addition to a high quality regulated dual power supply, you also get a second +15 volts DC power supply. This AUX power is here so you get a better voltage to work with for other purposes, and so that you don't have to "steal" extra current from the +/-15V for things like LED power-on light.
The AUX power can be useful for various reasons. It can power LEDs (with an onboard LED current limiting resistor), control relays, and even power other hifi equipment if it contains more power filtering and/or regulation.
The picture above shows the AUX power connections. A screw terminal with three inputs will fit here. To use the power directly, just your cables to AUX and GND.
The AUX power uses fixed voltage regulators (LM78XX). You can just replace the included LM7815 with an LM7812 or LM7809, for 12 or 9 volts output. They are drop-in replacements.
The AUX power supply has a current limiting resistor for use with an LED, shown on the picture above. To use an LED, add a suitable resistor and connect your LED to the connections labeled LED and GND.
To determine the value of the LED resistor, you can use this calculator. It is usually safe to assume that the forward voltage drop of your LED is 2 volts, and that the maximum forward current is 20 mA.
LEDs will usually be relatively bright, a good starting point would be to use a ~10k ohm resistor. 18k to 22k ohms will give a nice brightness with high intensity LEDs.
The ripple on the AUX power depends on the capacitor (marked 470 uF on the printed circuit board). The ripple can be reduced considerably by replacing this capacitor with a higher value one.
There is space on the PCB for a capacitor with 10 mm diameter and 5 mm leg spacing. There are 1000 uf/35V capacitors available with this footprint, which will more than double the capacitance.