The relay (that should have come with the horn) plugs into the socket on the plug-and-play harness. (See step 3.4 and some of the other illustrations in these instructions...https://www.revzilla.com/assets/0002/5865/denali_plug_n_play_wiring_harness_for_dual_tone_airhorns.pdf). You just tuck that away somewhere where it won't rattle around...on my 2012, that's down on the lower right front behind the panel...I stuck it to a flat spot using some heavy duty double stick tape. The harness connects as shown in the instructions. The relay gets its power from the two thicker wires that go to the battery. And it sends that power to the horn when it's triggered by the horn switch (the wiring loop on the harness with the light weight wires).