How do I locate my furnace relay switch?

What make and model is your furnce?

See the sticky at https://www.askmehelpdesk.com/heating-air-conditioning/heating-cooling-maintenance-repair-troubleshooting-frequently-asked-questions-58313.html

What "relay" are you talking about? What sequence of operation is being observed as abnormal? There are fan relays and more likely today, fan boards with non serviceable
Built in relay. How old is it? And what make , model the data helps us help you.