I didn't on the RZR, I used zip ties.
However, I ran lights and speakers through the tower on my boat and there's a trick to it that makes it much easier.
Drill your holes, top and bottom where you want the wire to enter and exit.
Make sure it's big enough to let all the wire you need to, pass through. I recommend buying grommets to seal the holes (a dab of silicone in addition is a good idea)
Tie about 10" of thin, light yarn to the end of a single wire that you will feed down from above. Use a vacuum to suck the yarn through the hole. Gently pull and push the wire until the wire appears at the bottom hole.
Use that wire as your pull line.