There are a variety of ways to display highlighted focus point indicators in the viewfinder.
One of the earliest (yet still common) methods is to direct light back through the pentaprism to reflect off the rear-surface of reticles etched on the focusing screen or dedicated "superimpose plate". Displayed information is limited to highlighting the etched indicators.
A relatively recent method has been to place a monochromatic transmissive LCD just above the focusing screen. This allows more information to be displayed (a choice of framing guides and myriad focus points) as required, however the LCD becomes less responsive in cold weather and significantly dims the viewfinder when unpowered.
(Canon EOS 7D)
Another way is to use dichroic prisms between the pentaprism and viewfinder eyepiece lens to reflect an illuminated superimposition display (SI) LCD without affecting the brightness of the viewfinder.
(Canon EOS 1D MkIII)
And finally, the new hybrid viewfinders superimpose a colour LCD display using a half-mirror - however the mirror will darken the optical image.
(Fujifilm FinePix X100)