How safely bring lamp wire into house?
Those cheap Chinese lights need to be thought out better. There is no one stock part to simply mount them to a proper box. You'll need to make something up on your own. Some of the ones I've seen at the supply house have been put together with a plate from the manufacturer with a rubber sealed connector already installed.

You'll need to mount the bracket to a gasketed weatherproof blank place, then knock out or drill a hole for a rubber cord connector of the proper size to pass the cord through the metal plate.

If you do not have the light yet my strong recommendation would be to find one that is already set up to mount to a box properly.