While there isn't a dedicated *fuel pump fuse* in the traditional sense in many 1987 Ford Grand Marquis (it often runs through a relay), there's a fuse that protects the circuit that powers the fuel pump relay. You'll need to consult your owner's manual or a wiring diagram to find which fuse it is. The fuse box location varies slightly year to year, but it's usually either under the hood or under the dash.
The key is to find the fuse protecting the circuit that powers the fuel pump relay. Once the relay is activated (often by the ignition system), *it* then controls the power to the fuel pump. A blown fuse in that circuit will prevent the fuel pump from working.