The part manual may show the fuel pump and I believe that Jeep intended fitting one in the KJs but changed their minds...probably for cost reasons. They fitted some of the wiring harness for a pump which was never used...also documentation on the KJs is full of errors!
The reason you cannot hear the pump running is probably because it does not exist.
A very senior member on this forum...you will still see his name around...was TonyCRD from Spain and he initially stated that his 2002 2.5 Export CRD had a pump fitted as standard while the USA 2.8 L models had no pump. Later in discussions between myself and Tony he investigated deeper into the matter and came back to state that his 2.5 L CRD did not have a pump! We could not work out how come the 2.5 CRD had less problems than the USA 2.8 CRDs but decided that it was probably because of the superior Racor fuel filter fitted on the Export models.
You can drain your fuel tank and on the early KJs like yours there is no need to drop the tank.
In the cargo bay you will see that the carpet is held own...at the plastic cargo hooks...by means of pop-rivets. Drill these rivets out and you get to the access panel on top of the tank.
I am pretty sure that all you will find in the "fuel pump module" is the mechanism to sense fuel level in the tank. You can at least give everything there a good cleanup while you are there.
Once you have taken it all apart you can see if your mechanism looks anything like the link to the part for sale in Holland! If there is a fuel pump in your CRD then it perhaps was fitted by a previous owner.
I have another document on the Export CRDs that I do not have a link for. It is a small file of about 1 Mb so if you PM me your e-mail address I can send it to you....very nice document with all our error codes listed and what to do about them!