Location of horn relay 95 mazda protege - 1994 Oldsmobile Cutlass Ciera

This madza forum thread has the location of the starter relay.

https://www.mazdaforum.com/forum/mazda-protege-23/starter-relay-location-yet-another-click-click-thing-41092/

What year is the vehicle ? Could be a few thing's ! First , a little more info. Is the air bag light lit on the instrument cluster ? Horn's are controlled by a relay ! do you know what a relay is an how they work ? Testing from the relay would be the place to start ,if air bag light isn't on .
VEHICLE RELAYS Operation Diagnosis

I found this info for horn relay.
If more than one relay, hopefully you can see wiring colors at relay, then look at horn relay wiring diagram and match the wire colors to the
relay.
I'd check applicable fuses first. Any electrical circuit needs voltage and ground.

MAZDA PROTEGE 323 1994 1998 WORKSHOP SERVICE REPAIR MANUAL

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Behind the grille, here's how to remove it to expose horn Thread How To Bumper Removal for Protege5 pics

The fuel pump relay is located under the dash on the right side of the center console.

Some horns, more specifically the older ones, have an adjustment screw which allows you to change the tone. It is usually a screw with a lock nut and very little adjustment makes a sonsiderabledifference to the sound. The location of the horn and the type and tightness of the brackets make a difference to the sound as well. Try taking a lead straight from the battery to the horn and see if the sound improves, if it does, replace the horn relay. If nothing helps you will have to replace the horn, but be careful, some after sales horns could sound worse than the original supplied equipment.

Their are usually in back of grille or on the underside of rails. you will need to take off the front bumper to get access.

the horn is normly located at the front of the car behind the grill