If you really don't know what you're doing, read about it first. If you can't figure it out after reading and googling, then this is really not your department I'm afraid.
The light bar we use on PerpHeads is a custom model of ours, textured by me. It has an animated texture for extra effect. The light bar is slapped on by code, and the light effects as well. The skin is assigned by code, too, and was textured by me.
To get started, you need to know Lua, get VTFedit and notepad++. Blender is a good modelling program, and Crowbar is great for compiling models, however you'll need to write the QC files yourself. For Blender, get the SMD addon to be able to export the model as a compatible model. For texturing, I'd recommend Photoshop. Use a UV map when texturing to get the best effect and get the VTF addon, to be able to save the texture as a VTF (valve texture format). Resolution needs to be to the power of 2, don't forget. You'd probably want to have the police version of each car to use a different script than the normal version of said car, in case you want it to perform better. This will require you to know how to edit vehicle scripts.
When you've done all this, you've got yourself a police car ready for your server. Any questions?