I noticed last night that my corner lights (front bumper corners) weren't on with my auto headlights. So I went through every possible combination of light settings and I could never get them to come on...

It is both sides, and I know the next thing to check is bulbs (I'll do that tonite)... But when 'should' they come on? I have never tried these before, and I don't know what function they are actually attached to...

They come on whenever the headlights or city lights are on. They don't blink with the turn signals, they just stay lit. I'd say check bulbs/fuse...