Never did that job, but my philosophy is to always be an owner of the offcial service manual for a car that I own and to use forums like this one to get tips and insight the manual writers could never think of. A good forum has so much collective wisdom -- I'm humbled every day I read through some of these posts.
I'm a newbie and am not aware that TJ's have fog lights as an option. If I had to guess, I'd say you're installing something new that may require a nonsignificant amount of work. Lights suck down a lot of current and should be ran off of a fused circuit!
Please do this -- I think that you'll save a lot of time -- go to a dealership during a slow time and chat up the parts counter guy. Things get crazy at dealerships at the parts counter, so I implore you to go when things are slow. Ask the parts guy to look up the switch you were gifted and have him identify where the harness connector that it mates to can be found. If it exists, it's probably under the heater controls. If it is not a Chrysler/Jeep part he will not be able to help you, of course. In that case, I'd call the maker of the switch.
You should also mention the year and other details about your Jeep when asking the forum questions. By the way, check your owner's manual to confirm that a fused circuit for fog lights exists. Look up fuses and it should point you to a chart showing the circuits in the car. that should give you a quick preliminary answer.
Sorry that I'm rambling here -- it's late and the Merlot is quite good
-- hope this helps!