Steve,
Chances are one of a couple of things.
One, your car did not come with PW and somebody added it. When they did, they eliminated the relay.
Two, the relay has failed in the closed position and you are getting power all the time.
Three, maybe the relay failed years ago, and the prior owner just connected the main power source, thus giving you power all the time.
Believe it or not, I wired the windows in my 69 with power all the time. I can't think of how many times I wanted to lower a window but did not have the key handy. This was a deliberate decision, but could have easily been correct with a ignition on relay.
The relay should be in the center console. You will see two large wires, a ground, and smaller wire for the ignition on excitement.
Good luck