How to make Michigan electrical code approved connections to a vinyl siding J box?

You will need a j box for the connections. The blue plastic old work boxes are fine. Romex cannot be used in a wet location. Call your local inspector and ask if he will accept romex in this case. Some do. The cable embly such as UF can extend as far into the j box as you wish. There must be a minimum of 6 inches of supply conductor in the box for you to make your connections to the fixture.