All of the proper JDM 1pc headlights (as pictured below)
My Car:
come standard with the yellow fog lights. They are basically regular 35w H3 bulbs that utilize a cover (almost like a plastic condom for the bulb) that lets the light emit in yellow. They are easily removable if you didn't want them, or easy to put in if you get a set that doesn't have the yellow covers on them.
99% of the sets out there have them in, as a majority of the people agree that the yellow fogs look better.
If you happen to find a set that DOESN'T have them, you can find them online EASILY for $5. Or hit a junkyard and find any 1st generation Acura Legend, and pull the lens cover from their fogs. Some places will just let you have something that little. Takes LITERALLY just a minute or 2 to swap them in/out, so it should be easy enough to get the look you're going for.
Odds are, though, that all you need to do is buy the set, install and enjoy. If you need help with the install, just let me know. I'm glad to help.