If you want to know more about how the cooling system should work, check out the link below.
It is not for a Grand Prix, but it is GM, and the idea is the same.
GM Cooling System Operation
The Engine Coolant Temperature (ECT) sensor should be right next to the thermostat housing.
The Relays that control the fans should be under the hood, in the Relay and Fuse Center (plastic box).
Take Care,