I have a 97 escort that the cooling fan will not shut off. Think it is the relay. But can not find It.

most likely its gonna be a short to ground. so get a wiring diagram and check the wiring

If the temp sensor that controls the fan is bad or unplugged then the fan will always be on.

Dittos with Mighty Mouse. I'd check the temp sensor. Unhook it and ground it and see if that turns the blower off. If so, the sensor is bad.