uli, you've posted several questions and they all have the same basic difficulty: - you don't give us enough information to even begin to give you an answer.
Would I be right to guess that English is not your first language, is it Dutch? In any case, you are doing much better here than I would on a foreign newsgroups. But in order for us to
help you you have to discover as much as you can about the
problem first and tell us. Only you can look at your car, try various fixes, check items like fuses, and etc. We can
help you to
help yourself, but can't do it all for you.
I'd suggest getting hold of a manual for your car, or the nearest equivalent (likely to be the Mk.4 Golf, which may be called Rabbit or Caribe for manuals sourced in the US or Mexico). Even if you don't choose to do the work yourself, reading the manual will
help you understand how your car is put together.
You've answered a few of the questions I asked above. In order to go any further we need to answer the rest.
So
How do you switch the foglights on, which switch do you use and what action do you take?
Does the dashboard indicator light come on, between the speedo and rev counter dials?
in addition: -
Have you checked the fuse?
Do you know which fuse to check, and where the fuses are?
Where are the fog lights fitted? Are we talking about front and rear lights or just the ones at the back?
Have you done any checking of the electrics, to try to narrow the
problem down?
A forum like this one can only
help you if you have some skills already so as to diagnose the
problem, or are willing to learn by trying.