If your car was built in 1990, it may have the fuel pump relay incorporated in the MAS relay. It's a big shiny metal box that performs several relay functions. On the later '90-'91 W126 cars, the MAS sits behind the first firewall, just inboard of the brake booster. The main identifying thing is a big black knob on top that looks like the burner knob on a gas cooktop - you turn it a full turn CC to release the relay. Of course on your car it could be anywhere. Do a search here on mAS, and you can find a picture.

Here's some thoughts if you get the pump to run, but still no fuel:

If you hear the pump run for a couple seconds every time you turn the key on, but the engine still won't get fuel, try cycling the key a couple times, then pull the air filter and depress the big air intake valve (flap) with your finger.
If the fuel distributor is getting fuel, there should be an even, firm resistance when pushing the air valve down. Push and release it several times, and it should get easier to push, as the fuel pressure is relieved. If it goes down very easily at first, you are not getting fuel pressure to the fuel distributor, so the search can focus on checking the fuel filter, the fuel pressure regulator, the pump, the accumulator, and the check valve at the pump.

DG