See picture below of drivers side fuse panel and run these tests at the relay holder pins:
E is ground...measure resistance between it and ground (someplace else on the car) to make sure it is 0 ohms or at least very close to it.
B terminal should be 12 volts, if not, you might have a blown fuse (#1), or a faulty hazard switch.
Short B and L and flip hazard switch. If nothing happens, bad #20 fuse, bulbs, poor ground, bad hazard switch, or cut wire.
With B and L still shorted, flip turn signal either direction. If nothing happens, you have bad signal switch.
If all tests pass, the relay is bad.