Your harness comes with two relays. One for the horn and one for an electric cooling fan. You DO NOT need a relay for your headlights.
Fog lights were available as a dealer accessory. They DID NOT include a relay. They DID come with a separate switch. They WERE wired "To" the headlight switch but not totally "thru" the headlight switch.
Wiring:
Fog switch had three terminals. (Batt, Tail, Fog)
One wire from fog switch "Batt" terminal to the "BATT" terminal on the headlight switch. One wire from fog switch "Tail" terminal to the "Tail" terminal on headlight switch. Then wire coming from the fog lamp(s) to the "FOG" terminal on fog switch. They would have been
6V 
. Those would be pretty valuable.
You may have later aftermarket fog lights.