Your best bet is to:
1. Consult your owner's manual: This is the most reliable source, as it's specific to your vehicle's build. The manual should have a fuse/relay box diagram.
2. Locate the fuse box(es): There's usually one under the hood and possibly another inside the car (often under the dashboard). Carefully examine both.
3. Check online forums: Search forums dedicated to 1994 Ford Cougars or Mercury Cougars (they shared many parts). Search terms like "1994 Cougar XR7 fuel pump relay location" or "fuel pump relay diagram" may yield results from owners who've tackled this before.
4. Use a wiring diagram: A wiring diagram for your specific year and model will show the relay's location and its circuit. These can sometimes be found online for purchase or in repair manuals.
Important Note: Before working on any automotive electrical components, disconnect the negative terminal of your battery to prevent accidental short circuits. If you're not comfortable working with car electrical systems, it's best to take your car to a qualified mechanic.