To find the correct component, you'll need to consult your owner's manual. It will show you the location of the underhood fuse box and the relay box (often in a different location). The owner's manual's electrical diagrams might identify the relay controlling the fuel pump, and might even show a separate inline fuse somewhere in the fuel pump circuit's wiring.
Without the manual, locating the exact fuse or relay is difficult and risky. Incorrectly diagnosing or working with the electrical system can damage components or even be hazardous. It's best to consult your owner's manual or take your Yukon to a qualified mechanic.