One of the yellow relays on the drop down part of the relay mounting bracket in the passengers foot well. The circuit will be fused but haven't a clue which one it is sorry.
Dont u hear any click when u push the switch.....somewhere above the throttle pedal? As far as i know the headlamps must be switched on and the engine running if u want the foglamps to work(i suppose u knew that, just to be sure)