There arn´t any relays (for the windows) in the early, XJ. There is a circuit breaker in the fuse block, for the windows. Windows share a ground with the instrument lights and other things.
Is it just the one window or all windows? Is the window trying to move?
Common problems are, the rubber in the window rails is twisted up (glue comes loose), jamming the window. The motor drivin drive cable (the cable that pushes and pulls the window up and down) is twisted up inside the door, the rubber end (extension) of the cable guide/rail falls off a lot, drive cable gets kinked up in the bottom of the door. The wires are broken inside the insulation right near the connector for the window motor (window usually only works in one direction).
Greasing the drive cable (they rust), cleaning and lubricating the window guides (silicon spray) and making sure the wiring is in order, is much of the normal trouble with the window motors (besides them being a marginal design). Sometimes the cable gets chewed up by the drive motor gear in one spot, usually when the window is all the way down.
The back side of the drive cable guide/rail is open, pushing some grease in the slot with your fingers every year or so, really helps them last longer. As does removing the rubber bottom part of the drive cable guide/rail and greasing the exposed cable with the window down. Use a zip tie to hold the rubber tubing (guide) to the bottom of the metal part of the cable guide/rail.