If you take a look at the Juke's dash on the passenger side up near the windshield you will see the light sensor for the auto headlights. Well it's just the cover for the sensor, the sensor was not installed if you did not get the auto headlights option. I was hoping the same thing that is why I asked the dealer to let me try the auto headlights stalk with the fog lights. I can confirm that the sensor is either not there of not functional. I have no knowledge of how you could get the auto headlight feature to work if not ordered with the vehicle originally.
Here is the web site for the fog light install instructions:
http://72.3.186.203/TSB/TSB_xml/nmabstr ... lyear=2011
Choose the download accessory install instructions, it is a PDF file.