as far as i remember form ZJ, orange wire in jeep harness changes ground to + when you turn on key to acc position. it delivers power to illuminated things on dash board or anywhere else. as you see light behind your VIC or odometer etc.
forget about illumination of switch itself for a moment. switch will complete the wire connection between your relay ground to chassis ground. that is all. switch can not handle high current on itslef. it will be fried in seconds. that is why you need to turn on or off a relay by using your switch and additional power supply connection to it.
power or ground connection to switch is not related to (depending on your application) the power required by your lights orby your fan or by your horn etc.
to illuminate switch, you need to connect orange wire from jeep to illumination pin to your switch. when key is on or when you turn on parking lights it will be switch from common ground to + so your bulb inside your switch will illuminate. because current will be able to flow.
there is a switch in this diagram. it has three pins. your 12 volts will be your orange wire(becasue it is 12 volts when you rutnr on your key when no key no 12 volts only common ground). it is only to illuminte it. relay conneciton and ground are shown.