On a 1987 Cadillac DeVille, the smog pump (also known as the air injection pump or AIR pump) is typically located on the passenger side (right side) of the engine compartment. It's usually near the front, often close to the exhaust manifolds or the alternator, and will be a fairly large, cylindrical device with a pulley driven by a belt. However, the exact location might vary slightly depending on the specific engine configuration.
To be absolutely sure, you should consult a repair manual specific to your 1987 Cadillac DeVille's engine (e.g., a Haynes or Chilton manual). A visual inspection of your engine bay, keeping in mind the general location described above, should help you identify it. Look for a pump connected to a belt and tubing leading to the exhaust system.