Unfortunately new lenses for these are very expensive. You are better off getting a used sony discman on ebay to get a working lens.
Models D-2 D-4 D-11 D-12 D-33 and D-34 I know have them.
D-33 and D-34 are the newest models that would have it.
Also, the lens should be at the inner most center of the drive in order for it to move/light up. Might want to make sure the lens position stop switch works because if that switch is bad then the lens will not engage. To test, hit play on the cd player with it open. push on the switch to see if the lens will move the other direction. If it doesn't then the switch is bad. Hopefully not since there is no where to get a replacement one without buying a broken pc engine CD drive for parts.