The neutral safety switch on a 2002 Jeep Grand Cherokee is located on the
transmission, specifically on the
side of the transmission case. It's often near where the shift linkage connects to the transmission. However, the exact location can vary slightly depending on the transmission type (automatic transmission type is needed for more precise location). It's usually a small, cylindrical component with electrical connectors.
You'll likely need to get underneath the vehicle to locate it properly. A repair manual specific to your Jeep's year, make, model, and transmission type will give you the most accurate location and diagrams.