No drilling. There are little flat steel parts that slide under the glass moulding on the car itself with a screw head poking out. The louvers generally screw into those. They can be added or removed without modifying the car at all.
Just a note to confirm Brian's description. There were no modifications required to any surface of the car for installation. I had the louvers professionally re-painted and installed. The only little thing... that was really nothing to speak of, was that the "little feet" that touch the glass would vibrate. I used small felt furniture pads (that you put on the feet of chairs to prevent scratching your floor) and voila! no vibration... and the louvers look great! Thanks Brian.