The key question is: What is a screened porch?
If a screened porch is really an inside room, always dry, then you can use normal inside wiring methods. Which typically means NM cable (a.k.a. Romex) from the breaker or a junction box (i.e., connecting to another part of the circuit) all the way through to a junction box where you install lights and/or receptacles.
In some places it means conduit (conduit can be used everywhere, but most people don't unless they have to, because the basic cost of conduit + wire is usually more than NM cable). With conduit, you can also have a continuous run as long as you want, through walls, etc. but there are limitations on the number of turns in order to make sure you can pull the wires through the conduit. That will often mean extra junction boxes or conduit bodies (which are used to pull cable but can't actually have receptacles, splices, etc.) in order to make everything work properly.
But that is all inside dry areas. The big question is whether a screened porch is a dry area (i.e., another extension of the house, which used to be open and is now protected from the elements) or a wet area (screen helps some, but if there is a serious rainstorm then the room gets wet). If it is a dry area, everything is perfectly normal - no different from any other wiring inside a building. If it is a wet area then you need to either transition inside the dry area from regular wiring to wiring that can be used in wet areas or simply use wiring that is allowed in wet areas for the entire run from the breaker or an existing junction box.
Most, but not necessarily all, wire used in conduit is compatible with wet areas. THWN, XHHW and XHHW-2 are all specifically wet-rated ("W" is the clue). According to this article THHN is also wet-rated, just at a lower temperature. Many wires will include multiple ratings. Bottom line is that most conduit wire will do just fine in wet areas.
On the other hand, standard NM cable (e.g., Romex) is specifically not usable in wet areas. There are cables which are wet-rated, e.g., UF cable, which can be used in wet areas. So if your house is wired in NM cable, and if the porch is not truly a dry area, then you will need to run conduit and wires or UF cable from some location inside the house (breaker, an existing junction box, or a new box placed inside the house) to the porch.