Note the computer will close the relay for one second when you turn on the key and then as Franklin2 said it will not come on again until it gets a PIP train from the Distributor.
As Mil1ion said the fuel cutoff switch should be on the toe board on the passenger side or behind the passenger kick panel.
The relay should be mounted to the passenger fender right beside the EEC Power relay.
Here is a diagram of the electrical fuel system.
http://i54.photobucket.com/albums/g91/subford/Fuel/1987FuelpumpselE1505.gif