The headlight relay on a 1996 Ford Thunderbird is in the fuse box on the driver's side of the dash. The fuse box can be accessed by opening the driver's door and removing the small door on the side of the dash. The headlight relay is the same one as for the battery.
The relay is located in the engine compartment in a relay box. It is a long narrow black plastic box with removable lid, and sits next to the radiator overflow/fill reservoir. The fuse you are looking for is in location #13FL.