On a 2003 GMC Sonoma with the 2.2L engine, the coil pack is typically located
on top of the engine, directly
over the spark plugs. It's a single unit, not individual coil packs per cylinder. You should be able to see it fairly easily by looking down into the engine bay.
However, it's always best to double-check using a repair manual specific to your year and engine. A picture in the manual will remove any doubt.