As stated they come on when switched on via the stalk. Remember, they are brighter (more dazzling) than dipped beams and should
not be used unless foggy.
Sure you would consider driving round in clear conditions with them on, but a good reminder as your question was if they came on with the headlights, no fog lights do this unless fitted to chavved up cars driven by inconsiderate types, of BMW 3series type cars
(Their fogs always seem stuck on)