1. Check all under-hood and under-dash fuses with a test light or multimeter:
http://www.askmehelpdesk.com/cars-tr...tml#post252145
2. Power window relay should be in the under-dash fuse/relay box. Often, it's the relay to the top left. You should verify this, however. I would remove it first and check for corrosion.
3. I suspect a blown fuse in the under-dash fuse/relay box, since all windows do not work. After that, you are right to focus on the power window relay. If none of that solves the problem, check for a poor ground.