It's easy to find and change. It's located under that access panel under the steering wheel where all those fuses are, located at the bottom of the fuse block. Remove the panel, and below the fuse block at the very bottom, reach in through and below the right side of the fuse access opening to access the relay. The one on the bottom left is the wiper relay, and there are two over there on the right side, right next to each other. The one on the far right is the turn signal relay and the one just to the left of the turn signal relay is the engine control module relay.
Reach in there and grasp the turn signal relay firmly, which should release the latches, and then pull straight down from the receptacle on the bottom of the fuse block. Might want to wiggle it first, turn the key on and see if that fixes it, since the contacts in relays can lose contact, or remove and reinstall it to see if that works. But more than likely it's just a simple replacement.
I haven't had to replace mine yet, but IIRC RLENT replaced his not too long ago. He can give you the part number and where to get it. Most likely Autozone will have it. A dealer parts department will have it for sure. It's a cheap part.