I'd first check the fog light itself for bulb, feed contact and earth which is generally at the lights mounting point. There was usually a rudimentary card showing what your car fuses were supplying, glove box service book etc are where you should find it as that is your next port of call. Then behind the dash for supply, pre and post switch and then feed live from the switch.
However I don't want to alarm you but fog light issues can indicate a PCB issue.
