The fuse (actually a circuit breaker) is in the fuse block on the right side of the dash, (door must be opened to access it).
The relay is behind the Driver Information Center.
Check the horns themselves also. Grounding wires must be well seated. If any corrosion has formed, you'll not complete the circuit, hence the horns won't work.
I've had that problem on two or three other early and mid 80s GM products.
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