I researched it a little for my '01, and as far as I can tell the wiring for fogs is all there except the one under the bumper that extends from a harness plug to the two lights. I don't think the relay for the fogs is installed in the fuse box, either.
Doing it factory limits you to having the fogs on when the headlights are on. To be able to use them with the brights or just the parking lights, you'll have to wire them up with a new circuit. That's what I ended up doing- I used the relay that came with the light kit, and for the switch I found a lighted rocker at Radio Shack that is a perfect fit and looks factory. It was also $4 vs. the $25 or so that Ford wants for a factory switch!