Looking at the schematic, I don't see a way to get the Ethernet status signals off of the board. In looking through the code, I don't see hooks in place to have the network driver control software-defined LEDs with link and activity status. You could make changes yourself, by using pd_havelink() to check link status, and define CUSTOM_ETHERNET_HANDLER() (see function help for that macro using CTRL-H) to a function that toggles and LED on (that you then toggle off every time before you call tcp_tick()).
If you don't want to go the software route, you can use light pipes, or consider another one of Digi's Rabbit products for your device. For example, some of the RCM6700 series allows for placement of the Ethernet connector and LEDs on your main board, and you can build your product with an RCM6600W to add Wi-Fi capabilities.