Then you need a custom C++ filer. The easiest way is to copy ~/Bela/core/default_libpd_render.cpp into your project and add the following to it:
At the top of the file:
#include <Gpio.h>
Gpio myled;
At the top of setup():
myled.open(8, Gpio::OUTPUT); // P8.35
myled.set();
At the top of cleanup():
myled.clear();
This will make P8.35 (I picked that one as it's not used elsewhere) high all the time as the program is running. Note that if the program crashes unexpectedly, the LED may remain high.