looks like a white block on the drivers side fender. At least that's what I've been told. I don't have one myself.
The fuel pump relay should be the second one from the front. Swap it with another one and see if you get power. I went through the whole fuel pump circuit late one night with Langer1's help.
Things to check.
Fusible links. I Believe that it was a green fusible link, with a red wire.
That should supply power to the relay at all times.
Check for power at the tank, the 12V wire should be orange. I also had another conector behind the seat in my MJ, I don't know where it would be in an XJ.
I started at the rear and worked my way forward until I found where 12V stopped.