To find the correct fuse, you need to consult your owner's manual. The manual will show you the location of the fuse box(es) (there's usually one under the hood and one inside the cabin) and a fuse diagram showing which fuse(s) control the fuel pump relay. The relay itself is then located in one of the fuse boxes.
Without the owner's manual, it's impossible to give you a precise location. Searching online for "2003 GMC Sierra fuse diagram" might provide a diagram, but use caution and only rely on a diagram that specifically states it's for a 2003 Sierra. Engine size (e.g., 4.3L, 4.8L, 5.3L, 6.0L, etc.) may also affect the fuse layout.