Ralph,
You're working your meter correctly. I'm getting a tad lost myself. Because this relay has only three terminals I am assuming it is a horn relay.
There should be continuity between two of the terminals, none to the case, and none to the third terminal until the relay closes.
This would be for a typical NO (normally open) horn relay. A three 'prong' relay isn't your typical relay. I tried to find a picture of the insides of one as it would make it perfectly clear.
The terminals can be thought of as, power in, power out and ground for coil. When the coil gets grounded, the relay closes and power flows out the 'power out' terminal.
Pushing the horn button is what supplies ground to the coil. I don't know of any other device on your rig that could be powered by a three terminal relay.
Stuart
