The hot to the horn relay is hot all the time, the horn button supplies the ground. If you are hearing the relay click when you push the horn button, the relay could be internally shorted so it is supplying hot to the horns all the time.
disconnect the wire from the steering column to the horn relay, then re-connect the wire that goes from the relay to the horn and see if it is still stuck on. If it is, then tap the relay with a screwdriver handle or something to see if it will break free and stop. If that works, replace the relay.
If the horn does not honk then connect the wire back up from the steering column to the relay, if it starts honking, then pull the steering wheel cover and horn plate and find out what is going on in there.
