I just purchased a F250. Are these part of the Daylight Running Lights? If so, mine doesn't light up. Any comments? Thanks

 

Checking fuses won't get you in trouble with warranty, anything else, dealership,,covered by warranty

 

Unlike Canada, in the US DRL is not activated by default from the dealership and DRL shouldn't require "coding" for activation.
Read the owner manual to see how to activate it, probably with a stalk on steering column or button or switch on the instrument cluster or somewhere on the dash where you can set your own preferences.