When I had my 01' D-max, I installed the factory fog light kit but I also had to take it to the dealer to have the truck reprogrammed to work with the fog lights. There should be a little orange indicator light come on right next to the button if they are working. However, if this is on and they still don't work you may have to see your friends at the dealership.
Yea there should be a little light that comes on on the fog light button. Plus on your truck they will only work at night. If u need new ones go on ebay u can get a pair for about $70. Dont even try the dealer, they wanted $90!!! for each one.