If you mean those little moonbeams or whatever they're called, I don't think they're very hard at all. The whole string of lights is the "appliance" so code doesn't even come into it. Just stick em in and hide the wire.
If you are looking to suspend proper exterior lights, then you need to figure out how they are going to be wired - in the air, or from underground. Either way, I think you'd be best to hire that out. Exterior electrical you don't want to go wrong.