To be sure, you'll need to:
1. Consult your owner's manual: This is the best resource. It should have a diagram showing the location of the fuse box and any relays.
2. Check the fuse box diagram: The cover of your fuse box usually has a diagram showing what each fuse/relay is for. Look for one labeled "turn signal," "flasher," or a similar designation.
3. Look carefully under the dash: If the diagram doesn't help, carefully examine the area near the fuse box. The flasher relay is usually a small, square or rectangular component. It might be plugged in or held in place with a clip.
If you can't locate it after checking these, a search online for "1996 Chevrolet Lumina turn signal flasher location" with images might be helpful. Remember to disconnect the negative battery terminal before working on any electrical components.