Under the battery tray. It looks like this (mine is unbolted from its location so I could take the picture):
If the fans are not working, you can disconnect the plug that attaches to the radiator and jump 2 of the wires to bypass the relay. That way you can test to see if the fans work or not. If they work, test the sensor in the rad. I'm not sure what the ohm range should be as I don't have my bentleys with me. Maybe someone else can chime in with that info. Also, don't forget to check the fuses. The center fuse under the battery cover is for the fans.