The fuel pressure regulator on a 2000 Saturn SL1/SL2/SW (assuming that's what you mean by "S", as Saturn didn't have a single "S" model) is integrated into the fuel rail. This is common on many fuel-injected vehicles. You won't find a separate, standalone fuel pressure regulator. To access it, you'll need to remove the engine's top cover and likely some other components to get a clear view of the fuel rail.
Important Note: Working with fuel lines and fuel injectors requires caution. Fuel is highly flammable. You should disconnect the negative battery terminal before beginning any work, and have appropriate safety gear (eye protection, gloves). If you're not comfortable working on fuel system components, it's best to take your vehicle to a qualified mechanic.
