You have to add a circuit using a relay. The easiest way is to buy a wiring harness kit on Ebay.
http://www.ebay.com/...f399fa5&vxp=mtr
On the relay, you have four wires, one that goes to the battery, one that will do the ground, one for your LED bar and one for the switch and the signal wire.
Personally, I never install switch, because must be drilled for the dashboard. Normally, I use existing channels, such as the original fuse for fog lights or the fuse for the highbeams with a fuse tap. Look at the map below the fuse box inside your hood to find one that will make your case.
The signal is used to tell when your circuit must pass power. So if you use your original fuse for foglights, it means that when your fog lights will be lit, your LED light bar too. You can also choose to turn your LED bar ON when you put your highbeams. If you want absolutely a switch, It's the same circuit.
For the GMC 2014, It's the # 49 for the fog lights and #58 for the highbeams.