The horn relay is located in the Power Distribution Center (PDC) located on the drivers side fender well outboard of the brake master cylinder. The horn switches are in the steering wheel assembly. Use caution to disconnect batterys for at least 2 minutes before messing with the steering wheel, you have to remove the air bag to get to the switches.
The first thing to check is that the horns are not bad, this is a normal occurance, check voltage at the horns with someone pushing the horn switch while you check for voltage.
Good luck.