connect it to the NO (normally open) contact so that when the relay turns on, it will close the contacts and turn on the buzzer. If you connect it to the NC contact, when the relay turns on it will open the contacts making the buzzer not work. Here are two examples of circuits for a relay buzzer. Hope this helps! If not, let me know, I will watch for a reply to your current question. I am not sure what you are using this in, a car or just by itself. Follow the second link (the one with the 4x4 in it) for a car, (NOTICE POLARITY OF WIRES AND BATTERY) and the first link (the one with the uk in it) for a circuit by itself. Where the speaker and the transformer is, that is your buzzer.
Also 20 years of electronics experience!