How do you connect under counter lighting to a light switch?

Assuming your under counter lighting is 120v and is fed from a box installed in the cabinet, you need a competent electrician to run a switch loop to a switch in the wall. He/she may need to make holes in your wall you may not want. There is no magic to getting wires in the wall.

The wires can be run exposed if the proper materials are used. This would prevent any undesired holes in your wall.