There could be several faults, and isolating them is definately simplified with a scan tool. The relay is in the left side of the engine compartment, under the master cylinder, and almost easier to access through the left front wheel well. If the shocks themselves have been leaking down, then moisture may have been allowed in the system, and the compressor may be jeopardized. In alot of cases, the AS module is at fault, and replacement would be necessary. With a scan tool that can access the system, you could read the fault codes, and also perform special function commands to override the compressor, and see if it is functional. If he module is replaced, it will still need ride height recalibrated to operate properly, and that requires a scan tool as well.