WARNING: This page is about a different car, the 2004 Chevrolet Corvette. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Electrical Connector To Fog Lamp Switch
Courtesy of GENERAL MOTORS CORP.
Connect the electrical connector to the fog lamp switch.
Install the switch.
Align the switch to the opening in the trim panel, then push to secure.