Does this come with the switch and wiring, or do I need to source those separately?

Switch and complete wiring harness come in the box. You're getting everything needed to wire them to your battery and dash — no additional harnesses to buy.

Will these mount directly where my factory fog lights are, or do I need to drill?

They mount at factory fog light locations with no drilling. Use the included hardware to bolt them in at the original mounting points.

Can I replace just one side if I break a lens, or do I have to buy the pair again?

These ship as a matched pair. If you damage one lens down the road, you'd need to source a replacement individually — contact support with your situation for options.