Need more info.
Your setup should be super easy though.
1) Hook everything up as instructed with just the axillary switch, make sure that works first.
**I'm presuming you have the fog switch on your stalk.
**I'm presuming your harness doesn't use ANYTHING OEM for power or otherwise.
2) Open up your fuse box in the engine bay, undo the clips to get at the back side. identify the FOG LIGHTs relay.
3) Pull the relay.
4) Identify the hot wires going into the relay. Mark them.
5) Turn the key and turn your stalk onto fogs.
6) Probe the terminals again (excluding the marked hot one) for the one that's now active due to the stalk.
7) Tap into that wire and couple it to the hot side of the coil (when your switch is on) on the relay that came with your lighting harness.
8) You're done.