Your options are, from most difficult to easiest:
Take your fog lights out of stock bumper, trace and cut holes in new bumper, install and secure lights.
Buy new lights that will connect to the pre-existing wiring and mount them to the new bumper by drilling some holes in it and securing them.
Buy new lights that will connect to the pre-existing wiring and mount them in holes that are already on the bumper.
Remove the lights from the wiring, zip-tie the wires underneath the hood where they are out of the way.
It really depends on what you want to do. It's a JK, there is no right or wrong answer.