The secondary air injection pump is located near the drivers side headlight behind the fender. There is a plastic cover (2 pieces) in the wheel-well that screws to the fender using Phillips head screws. Turn the steering wheel to the right to move the wheel out of the way, and remove the lower front plastic fender guard. Once this plastic guard is removed the pump is exposed. You can also remove the bumper cover to gain easier access, but that takes about 8 screws under the car and a bolt and two plastic fittings near the hood latch.
This will expose a pump which is bolted to the engine compartment by a bracket. The pump is held in place with three nuts, and the bracket is held in place with two bolts. The pump has an air inlet hose which ends in a filter that hangs behind the fender (there is a TSB which moves this intake into the air intake box just behind the headlight this helps with avoiding water intake). There is one electrical connection on the top of the pump.
Troubleshooting advice. Once you have exposed the pump, cold start the car (ambient temperature above 41F), and you should hear the pump run for 1-2 minutes (high pitched whine, or you can feel vibration in the pump. If it is not running, check the 30A relay. The relay can blow due to excessive current draw either due to a frozen or failed pump. Also check the ground wire as that is another possible problem (these pumps draw a lot of current, so any resistance is bad).
There is a TSB and an upgrade for the pump intake that will help prevent moisture in the future.
The outlet side of the pump pushes air into the exhaust, and must overcome exhaust pressure. The exhaust tube can become clogged, and there are two check valves which can fail. You can pull the exhaust outlet, jumper the pump and check for air pumped from the outlet side. If the pump is working it is possible the tube check valves (2) may have failed. These valves check back pressure from the exhaust.
One suggestion I have heard is to avoid hard acceleration or high rpm's (and thus higher exhaust pressure) until the engine has warmed up and the pump has switched off (1-2 minutes). Another suggestion is that ecm uses O2 sensor to detect problem with secondary air inject, so replacing O2 sensor might fix.
Another mechanic's comments on valves - you may need to replace 1 or both of the 2 solenoid valves on the exhaust manifolds. When moisture gets into this air injection system it can ruin the valves as well as the pump.