Based on my experience dismantle 25% of the dash for my steering wheel audio control project.
your fog light should be prewired from the factory. So is kind of plug and play, just instal the stalk and the relay and confirm the fuse are installed.
You need to do the 3 major steps to install the fog light.
1. Installing and removing the stalk.
1.1 Remove Steering Wheel
1.12 Remove Steering Wheel Air Bag (disconnect battery 15minutes before doing that)
1.13 Ensure the steering wheel is center!.Remove 19mm nut that secures the steering wheel
1.14 label "mark" your steering shaft spine center position
1.15 using pulley puller "slot type" from harbour freight/princess auto and back the steering wheel out using those two m10 holes at the 9 o clock and 3 oclock position
1.16 remove clock spring with steering angle sensor, remember don't break those plastic taps
1.17 use vice grip/needle nose to free up the clamp for the turn signal stalk.
2. Installing the relay
Follow this beautiful video and remember to follow this person's force apply location for proper removal of the shifter and radio face plate without damage clips and become rattle trap.
http://www.youtube.com/watch?v=cOUtSCHhbk0
3. Install the fog light assembly.
You could jack up the car, remove splash shields and connect them to your fog light plugs.