If I understand correctly,
your jeep came without the light option and you bought a factory bumper with factory lights.
If all you want to do is make them work, you need a 12V 30amp relay, a 12V 30amp fuse& holder, a switch (unless you want to pay megabucks and swap your turn signal stalk for one with the factory fog switch built in) and some decent wire (~12-14 gauge).
Here's a simple diagram that shows how to wire a switch, relay and lights.
the fuse would go next to the battery in between it and the relay.
each light needs a hot and a ground, the relay needs a connection to the battery hot and one to a switched hot and a ground in addition to connecting to the lights.
The relay essentially acts as an electrically operated switch that can hold up to a high current load. The actual switch that you touch to turn on the lights really just turns on the relay. The relay makes contact inside and connects the wire run to your battery to the wires run to the positive leg of your fogs.
Hopefully this makes sense, if you're still foggy (haha get it? foggy!) then let me know and I'll try to enlighten you (God I crack me up!)