Under the hood... I believe between the front of the passenger front wheel well and the battery on that side (if you have a PSD and two batteries). You'll probably have to remove the windshield washer fluid resevoir to even see it, is my guess.
I don't know any of this for sure, as I've never attempted it, but I've read it a few times, so I'm going off of memory here.
It is on the passanger side. In front of the wheel well in the inner fender. You have to take the wheel well/fender liner out to get to it. If you need to replace it, I would just mount a new horn somewhere and splice into the wires.