There is one relay in the dash which feeds the main Blue/Black window wire. I didn't need to access mine, but I saw it in my 98 spare dash harness(out of car/dash). I believe from what another had said, that it is near the steering column on the right side. It's in a relay box behind the dash trim under the steering wheel. There is also a metal plate there behind the trim. I don't know if you can get to that relay box from below the dash, or if you have to remove those panels.
Anyway, that relay is basically never going to fail, the relays in general last the life of the vehicle. It is usually a switch, wire, connection, or fuse.
What window function do you have now, and which switches do what? Typically the driver's master switch causes most problems. Good luck,