In answer to your question:
A Relay allows you to control high current devices with a very small amount of current safely, and (if the wires are properly gauged and fused) deliver more current to the end user device with less or no heat loss through the relay device..
A relay is a two fold device, though both sides are separate and isolated, operate in concert to activate the relay contacts.
The control coil that moves the current handling contacts, it (the coil , usually draws around an amp) and, second the contact side of the relay, which does all the high current handling from source current (battery) to the end used device ( Horn, lights, Ignition coils, ECT..)
Net result : brighter lights, louder horns, better overall performance of a coil, limited danger of harness and switchgear burnout from over current by user devices.
Back to your problem:
First, not clear on WHAT this is being used on...(type car..)
Second , when you say replace stock horn..are we to assume that the original one worked?
or are we talking new column, new wires and the like?
If it's just a stock swapout..the car's system already has a horn relay..that will be on the wire going from the horn itself..you should just be able to plug the new in where the old came out.. Ground the horn wire and hook the red to the wire going back to the relay or where the old horn was.
If it has all been changed, then wiring of a new relay is needed..just bare in mind that the button on the horn ring is GROUND for the relay, not power..else you will have smoke when you hit the horn.
As was said:
The relay coil wires hot at all times #85(to the battery, fuse at about an amp slo~blow) and the ground side #86 to the horn ring..
The contact side of the relay will be Normally open side #87 to the Battery Via a 20 Amp fuse, and the center wiper #30 to the horn itself.
87a will not be used...