Program your Arduino so that each LED lights up one at a time until they're all ON.
Once they are all ON, have them turn OFF one at a time, in the same order which they lit up in.
Below is a video showing what your final product should look like:
(You can pause it so that the lights stop blinking)
HINT: Remember how the delay() function works! You can use it to make your program wait some number of milliseconds.
delay( [number of milliseconds] )