I have a 99 F150 Supercab XLT. I purchased it used and there was a remote FOB in the console. However, it did not lock or unlock the doors. So, I put new batteries in it. Still nothing. I recently had new keys programmed by the Ford dealer and asked them to program the remote as well. I informed them that I wasn't sure it even has a keyless entry system. The keys programed but they said the remote "wouldn't take". When I asked why, there response was that it will cost $75 for diagnostics. I asked them if it has the keyless entry system. Again, for $75 they can tell me this. So I left. $75 to tell me if its there or not, I don't think so!!! Is there a way to tell if I even have a keyless entry system? If I do, them maybe I'll look into having it fixed.

 

I know the dealer said that the remote wouldn't program, but...
You can try to program the remote by turning your key from ON\ACC to OFF about 7 or 9 times (I can't remember the exact #)
you will hear your door locks lock and unlock. When this happens stop turning the key and press the LOCK button on the remote. Your door locks should respond if the remote programs.
I'm not sure what to visually look for for a relay, but someone else may be able to help you with that.

 

On my 03' SuperCrew the keyless entry control unit is under the steering column. For me, its a white box, kinda hard to see. It also had the 5 digit code for the keypad if that was an option.