Is it possible to change the bulb inside the fog light switch or does the whole switch got to be replaced? Is so how do you get the buld out.

Yes, the bulbs are replaceable. Simply pop off the colored face of the knob, and you'll see the small bulb. It unscrews out of it's socket (yes, it is a very tight area and has very small threads). The part number from Porsche is N 17.57 1.2