Buy a multimeter or at the very least, a test probe (looks like a screwdriver with a wire at one end, and a built in 12 volt light). These can be had for a few dollars at any auto parts store. You clip the probes wire to ground, then use it's tip to check each point of the wiring; if the light glows, you have power.
In your case, you'd start at the fuse point to see if there's power at the fuse; at one point of the fuse socket, there'd be power, and the probe would lite. If the fuse is blown, the other side would not lite the probe. For a relay, you'd need to know how a relay works: one point of the relay is the incoming power source, one point is ground, one source is the "trigger power" (such as a light switch) that energizes the relay, and one point is power out to the fogs.
You should however be able to "see" if a fuse is blown, unless you are using some sort of non stock fuse....
It is better to keep your mouth closed and let people think you are a fool than to open it and remove all doubt.