It is probably on the main board - depending on the year/board revision it may be soddered onto the board or it may be a plug-in relay that would be easier to replace.
The parts link had a rough sketch of what it looks like. Compared to everything else on the board, it will be fairly large and will likely be cube shaped and completely enclosed in plastic.
The relay will take input from the thermostat (which could be a 12V or could be a lower voltage) and that input will allow the internal switch in the relay to switch on or off. The internal switch is connecting or disconnecting power to the fan. It's a time relay so that there is a x second delay before the switch shuts power off to the fan.
So you have three connections on the relay:
1 signal connection (in this case from the thermostat)
2 power (12V)
3 output (the fan)
The signal from #1 is allowing #2 and #3 to connect. If that switch is stuck, you get a fan that won't shut off
If the relay is soddered on, it may be easier to replace the whole board.
If it's a plug-in, it should be easy to swap out.