A turn signal relay is usually located in or near the fuse box. The fuse box is often on the driver's side between the dashboard and the door, or under the dashboard against the wheel well.
The fuse box usually has a door with the word fuse on it, or a diagram of the fuses, making it easier to locate. A turn signal relay needs repair or replacement if the car's lights stay on when using the turn signal, or do not go on at all. A new turn signal relay can be purchased and swapped in for the old one by unplugging the faulty relay and plugging in the new one.