Last spark plug wire removal and location of fuel pump relay
 

I have a 1991 300E and just bought a spark plug wire set (OEM). I noticed (before I changed all the wires) that the last one goes away from the engine to some part (learning here). There is a black cap that goes over the plug. Is there a way to remove the cap (there is a screw on the side) without damaging the plastic screw? Also, I removed the cover behind the battrey and saw the OVP (this forum is great). But I could not find the fuel pump relay (cold starting problem requires pressing the gas pedal once). I did search here and want to see if I can replace it with a new one. Where could it be located? Thanks for any assistance.