Fuel pump relay only stays on for about 1 to 2 seconds upon initially turning on the key. It turns back on once the computer sees a tach signal indicating the engine is turning over. Its a safety feature.
Check the main power feed going into the relay. Dont worry about the power wire coming out and going to the pump until you confirm the power coming in is good.
I found on one of my B2s, that there is a ground wire under the airbox, screwed to the fender panel, and the screw had stripped and caused all sorts of headaches with relays not working right.