Where would I look for the relief valve? I mean on the machine.

Almost always, they're on the pump body or on the main lever valve body.

In either case, look for a large "cover nut"... a hex-housing about 1-1/4"
across the flats and about 2" tall. That cover hides and seals leaks from
the relief valve adjustment screw, which is usually a female hex socket
bolt/stud that you adjust with a large Allen wrench (seen a few slotted
ones, too).

LLoyd