Do these come with a switch?

No. These are housings only—no switch harness included. You'll need to source a compatible aftermarket or OEM switch separately and wire them into your vehicle's electrical system.

Will I need new bulbs?

The housing alone doesn't include bulbs. Check your vehicle's original fog light bulb specification and source replacements separately before installation.

Do these mount at the factory fog light location?

Yes. These mount at factory rocker points with no drilling or modification. If your Sierra originally had fog lights, these use the same attachment points. If not, you'll need to evaluate the mounting surface and fasten accordingly.