Depending on amount of lights and the amps/watts drawn you can possibly get away with one big relay or two mediocre ones... Normally the bar is earthed to the body so if you have one relay you need one cable running to the lights and daisy chain them I highly suggest you make sure the cable your using is of high enough quality so it doesn't overheat and cause a severe short! It's always a good idea to put a fuse in the same rating as the cable... This ensures the fuse will blow before the cable (which will always last past it's rating sum what)
It's a good idea to run a cable to and from the lights so a loop is made this means if the cable gets broken anywhere down the line you'll still have some lights... (branches can be lil devils) the simplest way to hide the cables depending on the bar obviously is to wrap the bar with tape with the wire under the tape, also stops the chances of the wire getting cut.
As far a getting it into the car that's your choice, either follow the snorkel like daffy said or try and sneak it round the tops of the doors but be careful it doesn't get trapped... The only other way is a drill hole in the roof but obviously if you don't seal it properly it's gonna be a pain in the arse! My rear led flood light is earthed by it's mounting bolt and it's power cable comes thru a 4mm hole I then sealed the lot with rubber mastic from screwfix.. Three years and no problems!
Hope this helps
