ON THIS CASE, using relays will give the chance to use smaller switches and wires to/front the switch on cab, and keep the load just on engine bay, aside save from voltage decay on the distance. BUT. Couple of standard fog lights are not really to be scared. Factory used 14 gauge wires and regular switches are able to hold the regular load. Cars with 4 beams has been able to handle 4 high beams without relays ( that's about 16-20 amps with all 4 lighting on, assuming the high beam is the standard 60 watts rate ), but of course that's with new wiring, plugs and switches everywhere. Time makes its work to the copper thought, specially on abused cars. Now of you are using high power fog lights, use relays will be better, just like when upgrading headlights to more powerfull beams. But using standard fog lights ( usually they are not more powerfull than high beams ) relays are not really mandatory.
Please, if your car still gets the ammeter working and attached, be sure to NOT feed them from batt post... either with relay or not.
Accesories source on fuse box, if comes from the fused provision, is tipically on 20 amps rate, feeded with 16 gauge wire and is sourced from the correct side of the charging system. Standard rate fog lights use to suck 5-8 amps. Will need to take care of what other accesories do you have sourcing from it. I can't recall from where is sourced the E body fog light option thought to take it as an example.
Now if you are thinking on get ot from a diff provision, like some splice into the acc network before fuse box, like straight from ign switch ACC wire ( black ), rate the in line fuse accordingly, don't "over fuse" ( as mentioned ) it because it won't serve its purpouse of protect before a bigger failure. The goal of the fuse is protect the system, so make the maths