The electronics and components you need will depend both on your skill and on the complexity of the tractor you wish to create. If you just want to create a simple radio controlled tractor you can try getting a cheap RC car removing the innards and then modifying them to fit into a diecast tractor model. Its nice and simple however you are unlikely to have speed control or be able to control lights, you are limited by the controls of the car.
One step up from this is to buy RC components separately for example you would need a controller, a receiver, a servo motor, an electronic speed controller and a motor/gearbox assembly. This gives you slightly more control however these components are usually quite bulky so they may be hard to fit into your diecast model. The benefit on the other hand is that you should have good speed control and very precise steering. There should also be a method of turning on LEDs as other RC car enthusiasts would have done that before.
The final solution to the problem is to use completely customised parts, use a Transceiver module to send signals and use a PIC microcontroller to control everything in the tractor. The downside of this is obviously the greater complexity involved in designing this set up, you need to program your microcontroller both in the tractor and in the controller, you need to be careful to regulate voltages where necessary. The benefit is you can add as much functionality as you like, control LED individually, have them flash, with a motor control chip you can control the motor, you can control the servo directly, you can easily send signals to trailers, the parts are smaller so you can fit them into anywhere there is space on your tractor. On the controller side you can add as many switches as you like, you can add an LCD display and then select between your fleet of vehicles using the one controller.
Probably the best advice is to start with the simplest and cheapest design you can come up with, electronics can be expensive so try to avoid complicated designs unless you know you can finish it. I found after building my first tractor that the second build was much simpler. This was because I knew what the problems were going to be and came up with simpler solutions, the end result is a much better tractor so try keep things as simple as possible and take inspiration from the RC car world, they’ve been building RC vehicles for a very long time so they’re bound to have learned a thing or two.