Sorry, got mixed up. If you disconnect the wire at the bottom of the steering column and apply power it will tell you if the relay is stuck or the steering wheel is the issue.
Have a look at those wires too, make sure it's not shorting to the column either.

The rest of it is just checking one part at a time. The electrical path is up through the steering wheel via the contact and spring, into the horn button plate, and finally grounded to the wheel when the button is pushed. Assuming the relay is good, find the point of contact and you find your problem.

1956 GMC 370 dump " 'Tater "
1970 VW Volksrod "the Black Bomber"
2007 Chevy Avalanche
2020 Jeep Cherokee Trailhawk,
2005 Harley Davidson FLHTCUI

I dig all cars, old and new, whether they were hammered out of American iron, German steel, or Japanese tin cans. Being unable to appreciate them all is missing out on a world of great things.
But thats just MY opinion! :P