The glow plug relay on a 1999 Ford 7.3L Power Stroke 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 system is controlled by a module, and the power is routed through several circuits within the PDB. You won't find a relay labeled "Glow Plugs." You'll need a wiring diagram to trace the circuits and identify the relevant fuses and relays involved.
Therefore, simply looking in the PDB won't immediately reveal it. You'll need a wiring diagram specific to your year and model to correctly identify the components responsible for controlling the glow plugs. A Ford service manual is your best bet for this information.