They are factory installed.

Anything can be added, if you have the proper materials and know-how. I am sure you can retrofit (with some cutting of plastic and creative brackets) the bumper to receive OEM foglights. The switching will need to be somewhere other than the stock SE/OR location, such as the dash.

Give it some time and someone will post pix of having done this. I helped someone in our local club do this to a 2000 XE with my OEM fogs a while ago.