You got it toyota. in the following diagram, you would run the "switched power" to your toggle and then back to the battery. This is the right way to wire a set of fog lights. The relay switches the heavy current to the fog lights with big wire, while the dashboard switch wiring can be very small. This keeps high current and large wires out from under the dash and in the engine compartment where they belong. A typical set of 55 watt lights will draw about 8 amps for the pair. The dash switch will pull only about 0.3 amps to operate the relay.
Why use a relay?
There once was a little man named Jon whose job it was to lift a weight of 50 lbs. He could do this all day long with no trouble. But, one day the boss came up and said that Jon now had to lift 200 lbs. But Jon knew he could not lift 200 lbs without eventually breaking his poor little back. So, he got his friend, Hercules to lift the 200 lbs each time that Jon tapped him on the shoulder. So Jon was able to lift the extra weight through Hercules' strength and Jon did not have to lift any weight at all.