Location of fuel pump relay and diagnosis

The car ran out of gas, then it would not start. We installed a new fuel pump, it starts and runs now, but has a clicking noise that is coming from near the fuel pump. Does this mean we need a new fuel pump relay? And if so where is it located? If not what else could it be? We have gotten several different locations for it from different people we have asked. Some say under the hood, others say under the dash on drivers side, others say behind the cruise control in the dash to the left of the steering wheel.