Correct!
As said next thing to do is check the power at the screen itself, if no power here then you have a break in the wiring between it and the relay. If you do have power than check the ground is good and if so you have a faulty screen!
The fact the relay is clicking shows it to be working, but you should have +12V leaving on the output terminal which feeds the screen, there will be three other connections (Assuming SPST relay which I am sure it will be)
Martin