Your best bet is to:
1. Consult your owner's manual: This is the first and best place to look. The manual should have a diagram of the fuse and relay boxes.
2. Check the underhood fuse/relay box: This is usually located in the engine compartment, often near the battery. Carefully examine all the relays and see if any are labeled "cooling fan," "radiator fan," or have a similar designation. There might be multiple relays related to cooling.
3. Check the interior fuse panel: Some vehicles have relays in both the underhood and interior fuse panels. Again, check your owner's manual.
4. Use a wiring diagram: A wiring diagram specific to your 1996 Lincoln Continental will show the location and circuit of the cooling fan relay. You can often find these online through automotive repair websites or by purchasing a repair manual for your vehicle.
5. Search online forums: Search specific forums for Lincoln Continental owners (like those dedicated to the Lincoln-Mercury marque). Someone might have already asked and answered this question, including a picture of the relay's location.
Caution: Always disconnect the negative terminal of your battery before working on electrical components to prevent accidental short circuits.