1997 Cadillac Catera No power on feul pump fuse

The relay is controlled by the ecm grounding it. On the switched side of the relay, power is fed to the fuse. How did you check the relay, just by sound? It could be possible that it is working, but the switch contacts have degraded. If there is a similar relay in the block, swap them and see if it works. Relay pins 86 and 30 should be powered with key on. If the ecm is grounding control side, pin 85 will be grounded. It is relay pin 87 that power goes to the fuse on. Jump power to pin 87(or pin 8 if marked) and check power at fuse. If it powers fuse, replace your relay if you are sure it is being controlled.