As long as the Sonata is a front wheel drive and not AWD (which can't be dolly towed) you don't need to do anything to the car to use a tow dolly.
The dolly is equipped with lights.
It is a good idea to add magnetic stop lights/turn signals on the back of the car or, modify the tail lights so the brake lights and turn signals work while being towed.
You will get different opinions on which is the best tow dolly.
I don't own one but, I think the Acme Tow Dolly or the American Car Dolly are the best bang for your buck.
And, buy a dolly with brakes.
