Don't know if this will help terribly, but the website for Leroy Merlin (French hardware chain with many stores in Spain; like Home Depot or Loewe's here) has a sort of Q&A on their page:
http://www.leroymerlin.fr I found several articles on lighting installation in a quick search. They also offer advice at their stores, as do most mom and pop hardware stores in Spain. You can buy the fixtures themselves at Leroy Merlin as well.
I find it odd that Romex would be used/acceptable for residential wiring. Maybe that's standard in Spain, but have you checked with an electrician to make sure?
At any rate, good luck.