Possibly not. Looking at the owners' handbook there's no mention of one. Looking at the Alfa technical assistance CD the relay and resistor appear to be under the dashboard in the same location as the heater itself, but it's unclear because the wiring diagram sketches don't show the positions of bulkheads.
Thanks guys.
I ordered the part from my local Alfa parts shop and asked the service bloke. He confirmed it should be attached to the blower unit accessed via the passenger foot-well. Just attached by two Philips screws and then you can remove the resistor relay.
Picking up the part today so let's see.