The glow plug relay on a 2006 Ford 6.0L Powerstroke diesel is located in the
Power Distribution Box (PDB), also sometimes called the fuse box under the hood. It's not a single, easily identifiable relay; the glow plug control module (GPCM) manages the glow plugs, and it receives power through circuits within the PDB. You won't find a relay labeled "Glow Plugs". You'll need to consult a wiring diagram specific to your year and model to identify the correct fuses and circuits involved in the glow plug system.
Important Note: Working with the Power Distribution Box requires caution. Disconnect the negative battery terminal before starting any work to prevent electrical shorts. If you're not comfortable working with automotive electrical systems, it's best to take your vehicle to a qualified mechanic.