There is a relay in the fuse box under the hood on the driver's side. On a 2004, it's #46 and labeled 'HDM Relay'. YMMV. You can swap it with a known good relay (same type from the box for something you know is working). #45 should be the same (on a 2004 at least) and should be the engine fan clutch. If the headlights work after the swap, swap them back and get a new relay (you don't want to have a non-operational fan). This is from a writeup at Sparky's Answers.
Generally, start with the bulbs. Check the connectors with a multimeter and work your way back from there. You really need a wiring diagram. Based on some Youtube videos, it looks like there should be a 4 pin connector on the headlight module with 4 wires, Tan, Green, Black and Black. The blacks should be the grounds, tan should be low beam, green should be high beam. Each bulb also has a 2-wire connector you'll also need to check if the 4-wire connector checks out.
I suspect there is a dimmer switch somewhere, probably on the steering column. Hopefully you can get at the connector to check it without removing the lower dash or dropping the steering column. If you know what wires go where, you can jumper the appropriate connectors to simulate a working switch set to low beam.