Yes drilling is probably emminant. If you get the ones that only need a hole for the light bulb, then a round hole is all that is needed. If you get other factory ones, then funky rectangular shapes may need to be cut and that would be a pain. Even the round hole cutout COULD be tricky as bits usually don't run that big and you may need to route it out to the proper diameter. So to sum it up, it can be difficult or easy depending on what you get and whether or not you have the proper tools to do the cutting/routing, etc.
As for wiring, you would either wire them up to your parking lights if you want them on all the time with the parking or wire them to the signal lights if you only want them to blink when turning. To do any other types of lighting like both have them on and blink, you need relays and can get complicated. B/c it's usually a 168 bulb, it's single filament will only let you use it one way.
BTW, after drilling, make sure you paint the edge of the cut with paint so it keeps it from rusting before installing lights.
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