Gerry,
Welcome to the Stovebolt. Relays like you have described are used when you want to control a high current device with a not-so-high current circuit.
The horn relay for instance would be physically located near the horn. Big honking wires would go from a battery source to the relay, through a open 'switch' then to the horn. The button on the steering wheel could have smaller wires that merely signaled the 'switch' to close and honk the horn. Pushing the button on the steering wheel wouldn't pull lots of juice, just enough to close that relay.
The same operation applies to a headlight relay...a small control voltage signals a switch to close that makes the circuit for a high current device, like a horn or your headlight.
This wiring method makes the horn more loud, and can make the head lights brighter. Your truck didn't have them before obviously, but they could be added.
The existing button on the wheel and the headlight switch would control the relays. New, fat wire would go from a battery source to the relay, then on to the headlights or horn.
This is a generic explanation. I don't know how your rig is wired, but that could be addressed if you decided to do this.
I hope this wasn't overkill in the explanation department.
Stuart
