Their use is a bit vague. I think they are described as 'position or marker' lamps, as said by Mike, but in all honesty I think they are for decoration and the headlight unit covers the actual lighting functions, as they are not that bright. I can't remember what settings they should come on with, but they definitely should light up.
Without checking, I can't remember when they come on exactly, but I think they come on with the rest of the lights. If they aren't working in any configuration, check you don't have a blown side marker bulb as apparently this disables the LEDs.
See:
https://www.volvoforums.org.uk/showthread.php?t=215772