They're fog lights (not driving lights). The switch is on the turn signal/light switch. To turn them on, pull out on the portion of the turn signal arm that rotates when you turn on your headlights - if your TJ didn't originally have fog lights, you might not have the switch for them - could be a different signal arm.
You can't pull out the switch to turn the fog lights on until after you've turned outside lights on (at least marker lights). The fog lights go out when you turn the high beams on, and will come back on when you dim the head lights.
To get the factory original fog lights from Chrysler will cost you about $250.00 per light. You can get aftermarket lights that fit and should plug into the harness (haven't tried them yet myself) for about $85.00 each, but they're not identical to the factory lights (some would argue that they're better than the factory lights).
If you get some used, make sure they will plug in first - I looked at some from a 2000 TJ - they had the opposite connector from what my fog lights have...I think they changed the connectors in 2004 when the LJ came out, but don't quote me on that.
Hope this helps.
Darren.