I had to do some research into this at work (Mazda dealer) the other day because we had a customer who did not want the Grand Touring package (only package with the fog lamps) but wanted the fog lamps. After a call to Mazda they basically said that you cannot install them if your CX-7 didn't already have them installed from the factory. I questioned that response because they are offered through the Mazda accessories catalog implying the possibility of upgrading. They said that a notice was going to be issued to all Mazda dealers about this issue because apparently I wasn't the first to bring this to their attention. I even investigated the wiring on two of our CX-7's in inventory and as said previously, there is no way to wire them using the supplied wires (the wiring for the factory installed fogs spiders into a harness for several other components).
So basically if you don't have fogs from the factory, you cannot buy them from Mazda with any hope of a plug-and-play install. I told my manager about this and he said that if he were the one wanting to install the fogs, he would just get aftermarket fogs and wire them in a stand-alone fashion and not splice into the factory harnesses (in other words install a switch somewhere on the dash and run wires from the fogs to battery, ground and switch).
If you wanted to go the aftermarket route, you could probably order the black plastic grille inserts surrounding the fogs from Mazda and get fogs the same dimensions as the factory ones. If anyone needs the dimensions of the factory fogs, let me know and I can measure them the next time I'm at work.
And in response to the price of the kit, customer cost from our parts department was $250.