You should see a wire connected to a tube type bulb holder about 8 inches from the turn signal lamp. It helps to have small hands. Twist that tube about a quarter of a turn (counter clockwise T think) pull it out and the bulb will be on the other end of it. Be careful when you are putting it back in or you will break the bulb off the socket and you can't get it out without removing the entire front bumper. If you do break one off, just leave it there and reload. LOL
While you're replacing the lamps, you might want to upgrade to a better bulb. I've been using the Sylvania Silverstar fog lamps and they are much better than the OEM bulbs but are about the same wattage. You can also increase the wattage to about 50W without too much of a hastle.
If I had a photo, I'd put one up but I don't.