No, to replace the fog light and/or lens you just have to remove the inside-the-wheel-well cladding, NOT the bumper, to make the job much easier. You get at it from behind.
It's a light DIY job but just has a tedium factor because you have to remove that cladding under the car, which is a moderate pain. It's MUCH easier when the corner of the car is jacked up to give you more room underneath to work on it. If you REALLY want to make things easier to work on, remove that corner's wheel.
If you jack it up, BE SURE to use a jack-stand or two to keep it safe and secure.
Cheers,
Gerry