Lets clarify some terms. #1 pin of the switch goes to the source of 18vac from the A, B, C, or D terminal of the transformer.
#2 pin of the switch goes to the load, that is, the center rail of the block you are switching on and off.
#3 pin of the switch goes to the common outside rail that is continuous on the whole layout and comes from the U terminals of the transformer.
I think your problem, even when you have it wired correctly, is that the switches you bought need 110 vac to light the incandescent bulb. Assuming you are using the TMCC or Legacy track voltage of 18 vac and you buy the illuminated switches that require either 12 vac or 12 vdc to light the bulbs, then you can common all the #3 pins together and connect a diode, with the arrow pointing away from the #3 pins and the cathode (the flat line) connected to the common outside rail.