Get some #16 gauge wire red & black to splice the thinner wire from the lights to insert to the connectors. Try to tuck the extra wiring behind the bed. Good luck.
I used a set I picked up at AutoZone by Alpena called Utility Lite LED. They're small blocks of 4 led's.http://www.autozone.com/lighting/light-bar-and-light-strips/alpena-led-utility-light/327399_0_0/
I installed them myself. My truck already has a set of lights near the tailgate so I tapped into the wire for those as a source. They are controlled by a switch in the cab that also controls the cargo lamp. I picked up some 4 port wire connectors #12 - #20 gauge, spliced the source, the existing, and the add on set all to the connector. I could of used a 3 port connector but I now have an extra available port to connect something else easily.
I then enclosed the wiring in wire loom, drilled some pilot holes, used 5/8" self tapping screws to mount the light cubes.
2014 Sierra SLT- I have a stock sunroof installed at the factory when I ordered my truck. No problems, very quiet when closed. When open a windscreen pops up to deflect air.It minimizes air flow and wind noise when open.