The fuse should be located in the fuse panel under the dash on the drivers side. the relay will be located in the junction box under the hood. if you have a owners manual it will show which fuse is what and amprage. if these are good it could be a bad switch, however if you turned it on and heard a click i would say that your relay is bad. please rate this

You have power the fact that you hear the blower relay click tells me that. In this case I think the reason the Blower Motor Relay is clicking is because you have a bad Blower Motor Resistor. . So that would be the first thing to check out.