Also, make sure your main headlamps are on for those to light up. The gauges light up whenever the car is on. The radio buttons and HVAC buttons only light up when the headlamps are lit, as does a little green indicator around the gauges (location depends on which gauge pod). On an 08, it is on a gauge face itself.
(Sounds dumb, but many don't realize when what lights up, esp. at 4 in the afternoon on someone else's ride. So, just a suggestion/reminder.)
If it doesn't light when the green light and headlamps are on, then check the dimmer, then fuses. Also, make sure the dimmer was reinstalled/plugged back in when installing the fog switch on the side (where the OEM switch is, anyways)-> is easier to forget than you'd think).