If there was a factory fog kit, Infiniti doesn't sell it anymore. However, the individual lamp assemblies are still available (p/n 26150-8990B). Or there are lots of aftermarket sets that will fit in the holes at lower cost. Your car should have pre-wiring connectors taped to the front-end harness on each side, but to use them you'll either need the fog-equipped version of the combination switch or do a "fool the BCM" job using this technique:
post6823949.html?hilit=combination#p6823949
Or you can just buy a set that comes with the relay, switch, and harness, but of course that means a lot more routing, drilling, splicing and tying.
Nissan fog assemblies (and most aftermarket ones) use standard H-type sockets, so you can easily upgrade to H-style LED's. Don't get cheap ones, they all lack sufficient heat-sinking and will fail frequently. Stick with a reputable brand like VLED or Diode Dynamics. HID's are basically high-voltage welding torches inside a bulb, they're very bright but need a lot of special ballasting and wiring. Not a good idea just to get brighter fogs, LED's will give you plenty of light without all the grief and hardware.