Yuri:

Asking a salesman a tech question is a mistake.

I don't know about a relay, but, above and too the left of the brake pedal is the aux power connector. This connector is a 8 pin female socket, with a 8 pin male shell connected to it. The male part uses molex type pins, and both parts are yellow. They are mounted on a bracket near the fire wall.

The aux power connector provides 12V, and the pin-out for the connector is in the manual that came with the car.

The fog light relay switches the 12v, high current line to the lights. This avoids the need to run heavy gauge wiring to the dash switch.

If the black plug has 4 pins on top and 4 on the bottom it's a good chance it fits in the aux power connector, and supplies the relay with the 12v the relay needs to switch the lights on and off.

You should check with a tech guy at the dealership, and try to get a schematic of the fog light wiring.