I believe the sending unit is located right by the fuel pump itself, under the access panel. That's where it's at on 5th gens at least.
You're supposed to use a special wrench or something to remove it, never done it myself so not sure if it's really necessary, just fyi.
There should be a fuse, 10a I think, in the under-dash fuse box that you should check first. You'd think it wouldn't work at all if it was the fuse, but people on here have experienced some weird stuff that turned out just to be a fuse :hsdunno: