by 
The Curious Bag
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Almost all cars use some sort of relay to activate the fuel pump. Relays take the low-voltage current applied by a switch and use it to close the high voltage circuit required to run a connected device.
Importance
Though some race cars are wired without a fuel pump relay, almost no production car is. Without a relay, the ignition switch and associated wiring would have to be much heavier duty (and more expensive) than they are.
Function
Relays use a small magnet located on a flexible armature, which is attracted to the electromagnet located below when switch current is engaged. This armature closes the gap between the power-in and power-out wires.
Multi-Functionality
Some fuel pump relays perform multiple functions. The same relay may be used for fuel pumps, ignition coils, water pumps, vacuum pumps and/or electric fans.
Location
Most new automotive relays can be found in the black engine compartment fuse box. This box is usually located near the battery, and will likely have several wires running to the battery's positive terminal.
Failure and Testing
To test for a bad relay, pull it from the fuse panel and jump the power in/out terminals in the fuse box with a pair of needle-nosed pliers. If the fuel pump comes on, the relay is bad.
Source:
Resource:
How a Relay Works (Video)
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