"Fog" is about… well, fog—so we have to talk about nature for a minute. We don't really get a sense of conflict between man and the natural world, rather we see in this poem more of a meditation on the relationship between man and his understanding of the natural world. We see the speaker blending elements of nature into one image (cat-fog) and then trying to simulate the effects nature has on him through the language and form of the poem.
Like a boss, Nature comes out on top in more ways than one in Sandburg's poem, as it envelops an entire harbor and city and reminds us of who (or what) is in charge.
Can't quite grasp it? Our imaginations tend to fill in the blanks for us when trying to understand the natural world in "Fog."