Hi many times when a vehicle has options like fog lights that are not installed you may find factory wiring already present. You may just need to install the fog lights, a switch and possibly a relay.
If you do not find these things once you get the vehicle apart, You will need to locate a spot on the firewall where a harness, cable, vacuum line that is already penetrating the firewall, to run the single wire.
If you do not find anything you can use to safely do so. you will need to drill a hole large enough for a rubber grommet to be mounted on the firewall for the wire to pass through. Just make sure to not drill through anything other than the firewall like a fuel line ( make sure the other side is clear ) once the hole is drilled paint the exposed metal with some touch up paint to prevent rust.
if the fog light kit does not included rubber grommets you can get a kit cheap from nearly any parts store. similar to this one
http://www.amazon.com/125pc-Rubber-Grommet-Plug-Assortment/dp/B00552Q1P6
My 2004 Colorado I had did not come with cruise control yet to install cruise I just needed a new turning signal switch,
My Dad a Renault many years ago that did not come with a radio but the wiring was there even the speakers were in place. we just had to install a antenna and radio.
you may get lucky and have all the wiring you need for a nearly factory install.