the UPS rate lookup server behavior is added to the confirm page.
To edit the UPS rate lookup, open the confirm page and double click the Server behavior in the server behaviors list.
the real question though, is what is not working.
add this code to your failure page to get the full request and response from UPS:
<?php
if(!session_id()) session_start();
echo "<p>UPS: <br />";
echo "Full Request: ".(isset($_SESSION["WA_Store_Cart_UPS_FullRequest"])?htmlentities($_SESSION["WA_Store_Cart_UPS_FullRequest"]):"n/a")."<br />";
echo "Full Response: ".(isset($_SESSION["WA_Store_Cart_UPS_FullResponse"])?htmlentities($_SESSION["WA_Store_Cart_UPS_FullResponse"]):"n/a")."<br /></p>";
?>