How do I hang lights in outdoor gazebo?

You could use string lights and zip ties to attach them to the roof

Eye hooks, 3M Command ho0oks, cup hooks

I buy submersible LED lights from Amazon. I have hung wire type planters from the top , putting the light in a small saucer or even just sitting it upside down as a down light. They fade , strobe or solid colors and have a white only option. My friend put a saucer on her outdoor tables, she has a big family so multiple tables, cut a 2 liter soda bottle in half, glued the gems from the $ store in 2 rows around the cut bottom of the bottom half, put the light on the saucer invert the soda bottle top gems down, just gives weight to hold in place, it creates a dome and looks amazing. They are submersible so you can put clear bowls of water on the tables and put one of these in, just make sure to tighten the back. They take 3 triple A batteries each and come 4 to a pack for about $18.00, prime 2 day free ship if you have Amazon Prime. If not someone you know probably does lol. They are so versatile, no extension cord to trip over, they are bright and so cool. I don't leave mine in water all the time, but will leave overnight with no problem. We put the remotes in sandwich bags and Velcro them under the table to keep handy. All 4 lights come with an individual remote, but any of the remotes work with any of the lights, so if you lost 3 remotes, the one left would work on all the lights, which is nice.

Check out the solar gazebo lights on Amazon! I would think Command hooks would work great!

https://www.amazon.com/Solar-Gazebo-Lights/s?k=Solar+Gazebo+Lights