The PCM provides grounds. That includes the fuel pump relay. Find the wire (you really need the pinout diagram of the PCM) that provides that ground and check it. If the PCM is not providing ground then it is likely bad, but make sure it is grounded properly.

But, also bear in mind that when the key is turned on the fuel pump only runs for a few seconds to prime the rails. Then the pump will run when in start mode and run mode with the engine running.