LMAOOO The fog light button you stole? Lol. Yes there is a wire that will have to connect to your button, the button looks like an M&M. It attaches to the left side of your steering wheel, to the right of the headlight turn-knob.
You'll definitly have to run & attach wires, as for what color, I'm not sure, as mine came factory [as far as I know] with it
Try to go to Bimmerforums.com - N do a search on the American Bimmerforums for the e36 fogs. Unfortunately there's not much help here, so try there aswell! Or google! Sorry I cant help anymore
--*Try to eBay the relay wire for the foggies, it'll show up w/ the color semi-"description" of the wire / how 2 install maybe ... just try anything/everything, cant hurt to try right? Better than nothing.
If all else fails, call BMW dealership, N' get tech support, I did LOL.