A relay is typically used to control a component that draws high amperage. The relay allows full power to the component without needing a switch that can carry the amps. The switch only controls the relay. The relay then provides a direct connection to the battery. In that wasy, it releives the swtich and the wires from the swtich from the power load. It should be noted that either the power (86) or ground (85) in the relay control circuit can be switched. In the case of a horn,  the horn button would be used to switch the ground lead (85) and power (86) would be provided directly from the fuse box.

This is a typical wiring diagram for a standard relay installed for headlights, horn, fuel pump, electric fan, etc. If the relay has a 5th terminal, it is not used. IMPORTANT. You MUST fuse the new power lead (30) and assure yourself that the wiring and ground are of sufficent thickness to take the power of the subject item.