There's often a button or switch on your dashboard which will have the front and/or rear fog light symbol on.

Some cars control the fog lights through the steering wheel stick. Look for the fog light symbols and twist the stick to the right position to turn them on.
The front fog light symbol shows a lamp with slanting lines of light in front of it, pointing left. The lines of light are intersected by a wavy line which represents the fog.

The rear fog light symbol is the same as the front fog light symbol but in reverse. The light and fog lines appear after the bulb, pointing right.