correct, the relays on the 92-95 suck. when it is hot, or if you start your car shortly after turning it off (like when you get gas) your relay just wont kick in. it is located just below the interior fuse panel. (google image search "civic main relay" you will get a lot of hits)
my solution that has been working for years, tap it! play it by ear, when you put the key to 'on' you should hear the relay clicks and the pump whir, it is all in sinc with the check engine light. if you dont hear the last click when the light goes off, then the relay is sleeping on you. when it happens to me, i turn the key off again, then back on as i lightly tap the relay and it should click, then i crank it over and tap the relay again to make sure its still on until the engine idles. nothing hard, soft taps is all it needs. it isnt very technical, but it is reliable.