Just as with choosing wargear for your Chaos Space Marine troops and characters, the upgrades you choose for your vehicle should be represented on the model itself, eg, if you choose to upgrade your vehicle with searchlights, then the model of your vehicle should have searchlights on it too. Note that when choosing upgrades no vehicle can have the same upgrade more than once.
Chaos Space Marine Vehicle Upgrades & Gifts
Source: Codex: Chaos Space Marines (1999), p. 21