How can I install an exterior porch light where there is no junction box?
At the hardware store, ask for an "old work" box, sometimes also called a "cut-in box", they are made to be added to existing walls / ceilings and have little clips on the side that allow you to anchor them into the hole. You will need to make the proper size hole as well, typically with what's called a "keyhole saw" if you are OK with a manual operation, otherwise you would use a "reciprocating saw" or now, a "roto-zip" saw. If you don't have one, you can often rent them.