How do change the light in the console and light on the heater button?

That heater control panel simply pops out. No hidden screws or anything like that. There are 4 plastic clips that hold it in place.
A plastic prying tool is all that's needed. The bulbs should be miniature bulbs. Just unscrew 1/4 turn, remove, and take to the dealer to match them up.
Sometimes just tapping on the panel gets them going again, but it won't be long before they go out again.
The console meaning the shift indicator light?
Please respond so we can help further.

WHere do uou buy a plastic tool to pop the console cover and the fan speed switch cover off so the light bulds can be replace on a Toyota Camry SLE 2003?

Try your closest auto parts store. Harbor Freight definitely has a complete set for cheap.