How does 1 mount wall lights/fixtures to block /cmu walls? On wood frame walls 1 mounts a box flush with the surface of the exterior wall/plywood sheathing and then mounts the fixture to the box thus hiding the box.

I've drilled holes through the walls and plan to run wire through conduit to the outside surface. Does 1 mount the box on the surface of the wall and then the fixture on top of it? won't the box show?

Thanks HOJ