There is no relay for the indicators. On pre-facelift cars the flashed unit is built into the back of the hazard light switch. On post facelifts the flasher circuitry is built into the GEM module (ECU).

If the fuse is blowing when you use the indicators then you have a wiring fault, you could try swapping the indicator stalk for another one otherwise you are going to have to try and trace the wiring around the car to find where it's sorting out!