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From looking at the picture, I think you may have 2 issues.. One being the plug, it looks like it might have tape on it, if so, it does look like the plug for the fog lamps.. Left side which plug onto the back of the lamp. Second issue is the hose, it should be coneected to the L shaped tube on the air filter box.. From the picture it looks like it's just sitting there.. That will cause codes to be thrown.
Jack up the left front and remove the wheel. The top pic shows the bottom access to be removed, 5 or 6 10mm bolts, this will expose your air pump and fog light. In the 2nd pic you are looking over the air pump and you can see the fog light connector. As connecticut stated, make sure the air pump is also all plugged in and hoses connected.