Generally martyrs are not honored in jewish prayer services and places of worships as is done in some other parts of the world. Generally no statues or paintings of them are depicted.
That being said: there are times in the jewish calendar when the service brings to mind the suffering of the jewish people and our hope for redemption and the rebuilding of Jeruzalem. This means that on the 9th of Av special dirges (kinnot) are recited in which some of them feature the horrific death of 'the ten martyrs', and as done in some communities on Jom Kippur (e.g., Ten Martyrs).
The focus is not specifically on honoring the martyrs, but as a focus for self-reflection among others. As far as I know, there is no clear custom of honoring specific martyrs.
In addition there is a communal kaddish that is said in most communities at certain times of the year in which martyrs (i.e., those that died 'al kiddush hashem': in sanctification of G'ds name) are commemorated.
There are probably many reasons for why in Judaism there is no specific tradition to honor martyrs, although I would not think it strange if this costum to focus on deifying martyrs is a custom that evolved from the ancestor-worship practices by the romans. Another interesting take on it is written on chabad.org; and approaches it from the perspective that martyrdom is not a virtue to persue; the emphasis in Judaism is to practice it in life:
In Judaism, martyrdom is called Kiddush Hashem—"the sanctification of
G‑d's name," and a martyr is called kadosh—"holy." And yet, a Jew is
not permitted to seek martyrdom, but rather to seek life and sustain
life. True, the Talmud says of those who died al Kiddush Hashem that
their place in the world to come is beyond the reach of any created
being. But then, the same Talmud also teaches that, "One hour of
return and good deeds in this world is more beautiful than all the
life of the world to come."
