You can install GM Fog Lights BUT in order for them to work a GM dealer will have to enable them so the system knows they exist. Sort of like you PC needing a driver to run a printer, only its not plug and play and only the dealer can do this. Without that, they will not work.
The dealer can do that for GM parts but after-market equipment I cannot speak of.
What ever, the dealer is going to charge you labor to do this especially if you buy them from somewhere else. If you get them thru a GM dealer you can negotiate to have them installed as condition of purchase.
You will need the lights, wire harness, dash switch and possibly more parts. I would check with a dealer you trust and see if there is an accessory kit for your vehicle. I know people have added these so the dealer should be able to help you if not just with information.