Maybe you're thinking of the city lights? They can be wired in to turn on with the corner lamps (parking lights) or you could wire them to illuminate with the ignition to give them a DRL-like function (though they are just a small bulb that illuminates the main beam reflector, and will not be nearly as bright as the main bulb being on as in most DRL setups). Do a search for W124 Euro light installs and you'll find lots of info on wiring options for the city lights.

Good luck with your install. It's pretty straightforward!

Chris

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1992 300D 2.5T
1980 Euro 300D (sadly, sold)
1998 Jetta TDI, 132K "Rudy"
1974 Triumph TR6
1999 Saab 9-5 wagon (wife's)