This is the right way to wire a set of fog lights. The relay switches the heavy current to the fog lights with big wire, while the dashboard switch wiring can be very small. This keeps high current and large wires out from under the dash and in the engine compartment where they belong. A typical set of 55 watt lights will draw about 8 amps for the pair. The dash switch will pull only about 0.3 amps to operate the relay.

Be sure to run extra ground wires from the fog lights themselves. Don't depend on the cheap spring or case ground to work. Take the light apart if necessary, and add a real ground wire. Run these to the frame somewhere handy. This will keep the lights from being intermittent.