how to install a fog light kit?

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2015 Mazda3
I have a 2015 Mazda 3. I see that when I removed the fog light "panel" it looked like it's easy to install/plug and play, but when I called the dealership they said I need the fog light switch as well. How and where does that go? I see cheaper fog light kits for my car for less at rockauto.com and the dealership sells it for over twice the price! rockauto is sold out of the fog light switch though, I'm not even sure if I need it?
 
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