If you added these via the Mopar Kit as I did, then you won't have the fuses in the same location as your other factory fuses. Essentially, they are part of the kit and built into the harness that comes with it.
After kit installation and having the dealer flash your Jeep, it can take a bit of time for the switches to fully activate. This is where I hate the Mopar solution as it seems to be tied to the head unit.
It took 24hours for my head unit to recognize that the AUX Switches had been added to my VIN (i.e. dealer "flash"). You should see them listed on you vehicles profile on the Mopar site post flash.
Only then would the switches operate and the AUX menu show in settings.