You need to consult your owner's manual for the precise location of the fuel pump relay and any relevant fuses in the power distribution box (under the hood). The owner's manual will have a diagram showing fuse and relay locations.
Without the owner's manual, it's difficult to be certain, as the layout can vary slightly between trim levels. Searching online for "2001 Ford F250 5.4L fuse box diagram" might help you find a diagram to identify the relay and any associated fuses. Be sure to double-check that the diagram matches your specific truck's configuration.