Ok, here's what you need to do. First, if you look on the bottom side of the relay, the numbers will be printed on the bottom side (30, 85, 86, 87, and 87A) so you know where each wire plugs into it. Refer to figure 1
(Figure 1)
next, do the following (In no particular order):
1) Connect your ground wire to pin 86 on the relay
2) Connect the fog lamp positive wires to pin 87
3) Connect 12V hot at all times (Battery voltage) to pin 30
4) Connect PIn 85 to Pin 3 on the switch
5) Connect Pin 7 on the switch to ground
6) Connect Pin 2 to the brown wire on the turn signal pigtail (make sure this is fused)
That should be all you need to do to make it work and the switch to light up when the fogs are on. As far as your question on which pins the blue and black wire go, i cant answer that since I cant see where you plugged them into on the relay.