No relays for engine management etc are in fuse box, there is a yellow relay there for the cooling fans (Yellow) which I suspect is the one getting hot if there running at the time you touch it.

All the relays fuses etc for ABS and engine management are behind the dash passenger side, the ECU relay is yellow and the fuel pump is purple. (Can be seen by looking underneath dash to save removing they are clipped up)

In you are getting no power at pump and hear a clicking it will most likely be the relay at fault.

Martin