Drill a hole about 6" in from the awning roller in each arm (Small hole) and insert an S-Hook in the hole.
Run a common cloths line type rope between the two S-hooks. Tighten well and tie off.
hang lamps from string
Now.. If you have Power awnings and the wind picks up.. The lights will remain hanging below the rolled up awning,, You will need either a ladder extend the awning to take 'em down. But this lets you retract and extend the awnign with lights attached when weather reaquires
you do need to take it down for travel, Removing the string is optional, but Id do it.