Rod..I see no reason why you can't assemble the whole thing & then mount it on your roof.....as long as you're not buiding a boat that won't fit through the door when you're done.
On the wiring, I take it the lights are not a kit with a wiring harness & you're making from scratch. I would determine how many conductors reqired & then buy the appropriate weather resistant wire. Get weatherproof disconnect above the roof line. I assume you know the routing...ah yeah didn't I send you a lightbar install? You'll need relays too. Let me know if I can help.