Hi Marc,
I've just checked my owners handbook and I can't see a relay for the horn, however fuse No. 5 is for the horn. The fuse is 15 amps and coloured blue and its in the fusebox inside the car.
There are several different fuse layouts depending on model/year unfortunately, so letting us know which it is would probably help in case it's different to the advice above or you don't have a manual yourself then someone can let you know which fuse it is.....and in fact if there is a relay (which I don't think there is). k: