JP: my ignorance is apparent. I guess I should have said relay instead of solenoid. My additional driving and fog lamps are connected to 4-pin relays. Tomorrow or Sunday I will run down how I have them connected. Your sketch has me befuddled. If I understand your sketch correctly, all I have to do is install the indicator light in the power line to the relay?
Pretty much all you have to do - BUT you must install it in parallel and not series. The temptation would be to take the indicator, cut the power line to the relay - and attach the indicator light inbetween. This will however reduce the power to the relay itself.
If you splice the indicator light to that wire but ground it to the car (as per the digram) then, when there is power to the relay but also power to the light.
The difference between parallel and series (to get it in your head) is that with parallel any one light can burn out and the rest stay lit - with series, one burned out bulb takes out the whole string (like Christmas lights
Your relay should be wired as per the diagram - the power from the battery goes through the switch on the dash then to terminal #87 on the relay. It comes out #85 and goes to ground. (or vice versa - it is a switch so the order doesn;t really matter)
Turning on the switch engages the 'heavier' part of the relay - power will come into #30 and out #87 to the headlights and then to ground.
They have relay diagrams here as well if it helps