Where would the fuel pump relay be located and is there anyway you have a diagram of it?

Just to add to this one really doubt its got a bad fuel pump relay havent really seen those go bad.Most likely its a bad fuel pumps have replaced tons of those fuel pumps on those 1995 and down S model saturns pretty common.Try this while your cranking the engine to start it have your friend smack the center of the gas tank with the palm of his hand.If it starts bad fuel pump.Also do you have a multimeter or test light to do some testing?If so really easy to test for power and ground to see if the relay is working there is a harness in the trunk that goes down to the fuel pump module.On the drivers side under the carpet on the vertical part of the trunk.The grey wire is power while cranking black is ground.

I have found the relay location for you, here are some guides and diagrams (Below) so you can get the problem fixed.

https://www.2carpros.com/articles/how-to-check-an-electrical-relay-and-wiring-control-circuit

and

https://www.2carpros.com/articles/how-to-use-a-test-light-circuit-tester

and

https://www.2carpros.com/articles/how-to-replace-an-electric-fuel-pump

Here is what it will take on your car (below)

Please let us know what happens so it will help others.

Cheers, Ken