Secondary air injection failure

Got a P0410 code about "secondary air injection system fault". Car is 2001 Olds Intrigue. I did not know it had an "air pump". What does this do and where is it? I and an auto parts guy looked for it and could not find it. I did find the fuse and relay which seem to be OK. I would like to check the connector on the air pump but can't find the darn thing! Can you help?

Thanks!