Yes, the pig tails for the fog lights are tucked up under the bumper, these are blue connectors, however, they are not connected to anything on the U.S. spec cars. In order for you to get these to work, you will need to run wires from the front into the cabin, to the fuse box and another set of wires to the switches.
On the Canadian spec cars these blue connectors are wired to a DRL relay unit.
Hope this helps.
Bram
PS, there is a good write-up by Warren on how to make these connection, if you search the forum you find it.