To add a skylight in a cathedral ceiling, locate the rafters as you would studs. Outline the location on the ceiling, cutting across as few rafters as possible. Allow space at the upper and lower edges for header boards (lumber the same dimensions as the rafters) to be nailed across the cut rafter ends.
Turn off power to the area and saw a ceiling opening. Drill holes or drive long nails upward to mark the corners on the roof outside.
Remove shingles and roofing felt and saw out the opening from the rooftop. Then saw the rafters, cap their ends with the headers, and nail strips to the tops of the headers to bring them level with the roof. Set the skylight in place and attach it, following instructions for the particular model to form a weathertight seal when the roofing around it is replaced. Finish the inside of the opening with wallboard or wood.