Can or How do I install a Bathroom light fixture on drywall without sawing any holes into the wall, and without a junction/electricity box?

I'm new to home improvemement. Very new. I've recently finished rennovating my bedroom and had set up a Vanity for my personal items. In recognizing that I needed natural lighting, becuase it's not positioned by my window, I ignorantly bought a Bathroom light fixture (vanity lights) to ideally then place right above my vanity. However I didn't realize what I had actually purchased until I received it and releaized this project required more than just screw drivers and bolts. I spent around $198 for these lights and I love them and I really don't want to return them, mainly cause I'm not sure if I can anymore.

I was wondering if there was a way fro me to still install these lights despite the fact that I don't have an electric box/junction box in my wall, nor do I want to put a hole in my wall to create one. I live in a rented space and wouldn't want to risk any damage. If installation is still possible on drywall, then I would like to know what tools or parts I'd need to continue the job, and how I would be able to use them so that my install is perfectly fine.