Your not going to be able to use the headlight wire for power. You will use the headlight wire to power the relay, power for the fogs should come from the battery. What you will need to do is tap a headlight wire for the turn on lead for the relay, switch will go in line with that wire so you retain the ability to completely shut them down if you want to.
So if your working with a standard SPST relay: tap headlight wire run that to one leg of switch, from other leg of switch to relay pin 86. Power from battery + to pin 87 on relay, run the main power from the fogs to pin 30 on the relayear and ground relay pin 85. That's pretty much it, obviously the fogs will need to be grounded and if your switch is illuminated you would have a ground leg on that as well to deal with.