If you had lights before, the holes are already there. Mine are bolted to the inside, how you get there, I don't know. There is a chart under the fuse box lid that will tell you what fuses are for what. You do have bulbs in the fog lights, right? The reason I ask is that I replaced a light about a year ago. The new one came with no bulb. One more thing, when you turned on the headlights, were they on bright? fogs go off when bright lights are turned on.
1995 325I, window tint, K&N, debaffled airbox, BMW #104 wheels, Nighthawk low beams, smoked side markers, smoked corners, smoked taillights, M3 stlye heated mirrors, various interior bits, Bosal cat-back.