think of a relay as a hired thug and you the weedy man. you tell the thug what you want swicting on and the thug does the actual hard work.
this is basically what a relay does, you can control it with small cable and small amounts of current (hence why the swicthes inside the car are nice a light and clicky etc) the relay once switched on switches on a much heavier duty switch inside itself to make whatever you want to work.
for example, if you wires your headlights to the stalk directly there would be severl big thick wires going to the stalk, where in reality , using the stalk microswitch to swict a relay on whicis in the fuse box you can keep the control wiring nice and light duty...
a much simplfied diagram
as long as yuo get the right pair of connections it doesnt really matter which way round you actually wire it,
the coil connections are sometimes denoted A1, A2 for the positive and negative sides,