What is grounding? I am installing fog lights and it says I have to ground them. What does it mean?

Aaron

Look for the grounding wire in your kit (maybe the black one).
Attach one end to the relay (at the right post iaw instructions), and attach the other (firmly) to a chassis point (frame, etc -something metal, not plastic. Remove paint where the wire will be grounded) or to your negative battery terminal.

attach to something metal on your chassis.

It means your should find someone to help you.