Sure.
So to start with, I changed the roof and built a lamp housing using a typical black 1x2 single-hole Technic brick.
The roof, as I said before, Is a 4x6 plate on top of two 2x4 slope bricks and two 2x2 slope bricks. The lamp housing is built according to this photo:
So that part is done and you have a place to route the light to. So now, let's get to the installation.
You will need to remove the battery box and the two white plates that it rests on and route the light wires underneath the battery box just like the IR receiver wire. Fortunately, the designer of this loco left a nice channel along the bottom of the cab to route the wires through, but the large chunky brick on the string will have to be fastened down between the two brown 1x6 bricks in order to keep the wire string from moving around.
I've been playing around with different options for mounting one of the two lights in the nose, but for now we'll just leave it tucked away in the nose. Most of the wiring will be left here, except for a short bit that needs to be pulled out to reach to the housing.
I should also point out that the new cab roof can be sort of fragile, so I raised up the flat 1x1 tiles next to the gray slope brick to help support the 2x2 slope roof bricks.
Now, put the cab floor in. The wire needs to pass over the floor (unless you re-do the floor to make a hole for it)
The cab can be assembled now. The light wire will want to bend wherever it wants, but make sure it sticks out into the 2x6 channel in the cab roof and not being pinched somewhere.
And that's it. here is a side-shot of mine all complete. While installing the lights, I also decided to change a few things on mine to make it look more like a real GP-series diesel loco.