Can you add lights like so?

[GRiiM]

If it's simply a box with letters and lights on it that isn't welded to the vehicle or has props around the body to hold it in place then personally I don't see why not (don't quote me on that though, staff may feel differently so wait for an official response).
Though you'd have to be careful with the way you do this, in police pursuits there's a possibility that it will fall out and appear to be a propblock/public building in the road