If there is no electrical junction box inside, one has to be installed.

Most lights mount to the junction box behind their canopy for support.

And junction boxes are required to be solidly mounted so the wiring does not move.

If you are missing a junction box you need to have one installed.

If you start on the outside you have to pull off siding (sometimes not bad), then cut the sheathing, then mount the box.

To reduce the size of the hole in the siddning & sheathing use a fan brace box.

It can be installed through a hole the size of the box and then grab the studs on each side.

just make a hole in the siding, then a hole in the sheathing, pull cable ito the box, insert box and expand the brace.

Sometimes it is easier to start from the inside by installing some blocking to support your new box, then cut sheathing and siding enough to expose the face of the box to the outside.

A lot dependson your ability to work with all the surfaces and materials involved, including repairing or replacing them if things go wrong.