Kevin,
Just a point of reference, not all Turbo models have foglights. I have a '94 Turbo and a '95 Turbo, neither have front foglamps. In your situation, the easiest place to start troubleshooting is at the fog lamp. Hook a meter up to the hot lead and turn on the switch. If you have +12vdc, then you have just eliminated the fuse, switch, relay and wiring up to that point. As the previous post suggests, verify that the ground is valid. As far as the relay goes, it is just an electrical switch turned on and off by another switch. The dash switch turns the relay on and allows the heavy current to pass from the power source throught the relay to the lamps without passing that heavy current through the dash switch. If when you test for voltage at the fog lamps (with the fog lamp switch on and the low beams on) you find no voltage, then work backward to the relay. You may have to trace the wires back to find the relay unless someone else on the board can tell you which one it is. The relays are located just behind the fuses. You need to remove the four torx screws which hold the cover over the fuse/relay panel to get at them. You can remove the dash switch by gently prying it out at the top or bottow with a thin screwdriver. Most of the switches are pop-ins with the spring clips at the top and bottom. I would be suprised if the switch itself is bad, especially since you are getting the indicator light when you turn the switch on.

Good luck!