Yes, it is useful to keep one eye on the original diagram while trying to follow the harness company's diagram and instructions. It this case regarding Alternator, VR and Horn Relay questions, it's better to follow the AAW diagram.
Jtroberts: Do you see the two blade contacts on the horn relay? The two are perpendicular to each other and are at the top in your pic. You should have a connector pig tail with a black and a green wire in the kit that should plug right onto those. The double screw, large terminal on the relay is for the red wire seen on the horn relay in the AAW diagram coming from the fuse panel. The screw terminal is also used as a "junction block" for other hot wires if needed. As you can see on the AAW diagram, the black comes/goes to the column connector and the green goes to the horn trumpet terminal. You probably have a single contact connector for that horn terminal.
Clean the contacts on your relay.
FIY: Most harness kits have the wire marked every foot or so as to what is is, along with the color. Sometimes individual wires for various uses and the small pigtail (harnesses) with connectors or sockets on one end, do not have markings stamped on them.