Hi I bought a 1991 Volvo 940 SE a couple days ago and the driver side window is stuck rolled down. None of the other window buttons work either. I was wondering if anyone knew where the power window relay would be located? Thanks!

 

91 940 SE - don't have a diagram for a 91 but here's a 1994. And didn't a SE have some of the 960 componenets?
Anyhow You should have power at the yellow and red wire on the master window (or rf) window switch.
the relay is 2/6

 

'91 940SE is really a 960 or 760 1988-1990 if you prefer. The regular 940s have a fuse for the power windows, the 940SE, 960, 760 do too in the main fuse block, on the side.