Lights will not work 2005 mercury grand marquis

It is built into the flasher. The button you push. If it is in the dash, replace it. If it is in the steering column, replace the turn signal switch.

The fuse block the relay is located in is behind the knee bolster, the trim panel under the steering column, left of the steering column underneath the dash. Common source of problems if that does not fix it is the Light Control Module ( LCM), turn signal switch unit, headlight switch.

Yes, it does have a flasher, although it may be a combined unit with the hazard flashers relay. So you hear the clicking of the flasher relay? That seems to indicate the relay is working properly. Have you checked the bulbs and the turn signal fuse? Any turn signal bulbs light up anywhere, front or back?
How about your brake lights, do they work? Your car may have separate, stand alone turn signals in the rear, but many American cars use the same bulb and same filament on the bulb for the brake lights and turn signals. If your merc is like this and the brake lights work, then the bulb must be good.
Turn on the hazard flashers and see if all bulbs work and flash at each corner of the car. This would be the same bulb as for the turn signals. If they work, it could be a bad turn signal switch, may even be the flasher relay somehow malfunctioning, and in a few cases, a bad hazard switch can affect the turn signal switch. Check fuses and bulbs first. If you have any type of body control module that controls lights and other accessories, you may have to investigate that. I know I'm not being very helpful, just throwing out a few suggestions. Good luck.

Replace the signal light switch. Your brake lights are wired into this switch.

what exactly does your turn signal/flasher light do/not do?
going through a repair shop, I wouldnt doubt they would charge that much!
Good luck

Check in the passenger fuse panel, its possible that you need replaced the "flashers"...

For details review the Grand Marquis Owners Manual. (page 95 and next for FUSES)

Hope this help (remember rated this post).

there is a flasher
.the hazard is wired to constant power so it works with the ignition off.
the turn signal works off of a switched power,to the turn switch and either the right or left turn signal.
if a bulb burns out,the light stays on steady

You didn't mention your rear brake lights. If they don't work either then you probably have a bad light control module (LCM). This is a common problem with big Fords. You can buy a replacement part ($250) or have yours rebuilt (www.autoecu.com). The module is located under the dash to the right of the steering column and is fairly easy to replace.
Do the turn signals work? If not it may be the turn signal switch. The aftermarket parts are cheaper than a Ford factory part; check the guarantee before deciding.
Worse case scenario? You need both parts.

If you still have flasher problems, I read on Google to spray WD-40 down in and around the hazzard flasher button, then press it up and down several times...and BINGO...all flashers and signals worked again....just had some dirt and dust in the wiring....

My mechanic says it's the Electronic control module. He's about to replace it for $700.00