I have problem with headlights i'm not sure which switch suppose to turn them on? This is the picture of the lights i'm talking about http://i36.tinypic.com/25jdxxz.jpg
Try pulling the indicator/light stalk rearwards (toward the steering wheel) - failing that, section H of the OM might help.
The lights you have circled in your picture are the side lights, switched on via the 1st position of the rotating switch on the stalk.
Different countries have different lighting regulations so sometimes they function differently. There might be something in the OM that refers to the way the lights are supposed to work. On UK/AUS RHD, the light cluster shown is the sidelight (outer) and daytime flasher (inner), no foglight function (on mine anyway).