Neither headlights working or fog lights any ideas please

Does anyone no how to find the head light relays please in a renault megane 2003

First check for blown fuses (a blown fuse indicates there is a short in the lighting circuit ) and check any defective relays. When vehicles are operated with the fog lights on all the time this causes the wiring for the associated circuit(s) to operate at a higher temperature and eventually it will result in a burned out non-conductive connection. Usually the wire(s) burn out where they are connected to switches, at the headlamps, fog lamps etc... Also check for a burned out connection or a melted terminal contact board used for the high beam-low beam switch which is usually located inside the steering column.
Good luck.