if you're going to drill the roof, the ant. cable connects to the mount inside the car, and the mount goes through the roof. cable doesn't pass through from the outside to the inside.
seal it up good w/ silicone, paint the hole so it doesn't rust, etc... and you should be good to go.
if you're going to run a big ant. like a whip, fighting stick, coil ant, etc... then i would suggest putting a backing plate on the roof to reinforce the roof. generally, something about the thickness of a stop sign cut to fit the roof under the mount should work.