The relay is mounted on the side of the underhood a/c shroud--very close to the a/c fan motor. Before you replace it, make sure the connections are all clean and tight. A lose connection will make the high speed not work and will probably burn the flat pin it's plugged into. A bad relay does the same thing, but if it's the flat pin connection and you replace the relay you won't fix the problem....
Don't know if it's dealer only. Call AutoZone and ask 'em. It's the fan relay.
Keith