If you want it to be self-supported, get some aluminium channelling or similar and place the LEDs inside that. Depending on the size of the LEDs, you may be able to attach them to the channelling, poke them through, or mount them on short lengths of PCB inside it.
Whatever you do, you will need to ensure it is resistant to vibration, and then encased in a plastic tube (or similar) to make it watertight. when you attach it to the car, make sure you don't have dissimilar metals touching, it's a sure way to get corrosion.