He's talking about tying the fog light wiring in with the wiring for the parking lights, so whenever he has the parking lights on his fog lights will be on too. With a set-up like that you don't need an additional switch for the fog lights, but you cant run the fog lights by themselves, or have the parking lights by themselves. You also wouldn't be able to run the headlights without the fog lights because the parking lights come on when the head lights are on.
The more reasonable way to wire it is with the fog lights on their own switch with their own relay so they can be turned on and off at will. In reality, you could put the switch virtually anywhere in the car (ie. inside the center console, under the dash, on any unused spaces above the radio, etc.) but the most common place would be next to the factory head light switch. You could easily pull the entire assembly out and drill a hole next to the head light switch, pop your switch in, wire it, and put the assembly back in.
Another cool place I thought of for fog light switches is on the floor near your dead-pedal. Many older vehicles had their high beam switch in that location, and with the retro styling of the new mustang it seems like a cool place for it.

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Black 2005 Mustang v6, 5 speed, IUP, EUP and Leather.
Razzi 1/4 window scoops, Mustang GT Sway Bars, Flowmaster American Thunder Single Exhaust, Clear Front Turn Signal Lenses, Demolet CAI, X-cal2 91 tune, Hurst Comp/Plus Shifter, FRPP T-Lock, Ford 3.73 gears