Yes as moira2 states the yellow circle is the fog-corner light. If fog light is set to on corner light function will not work because fog light is already on. But with fog lights set to off if you turn a corner the fog light on the side your turning will automatically come on and stay on till the wheel is straight.
The red circle is daytime running lights and turn signal. When DRL are on both will stay lit when you turn on your turn signal the DRL will turn off on that side and binker kicks in.
My understanding is that the fog light bulb has to be changed through the fenderwell. If your going to swap in LEDS make sure they are Can- Bus compatible. There are a few threads on this forum worth reading about led fog light bulbs if your going that route.