By definition, a relay is actually a switch that is activated/operated remotely. It is electro-magnetic action that causes the contacts of the relay to either close or open. I assume you know that when wire is wound around a metal, and electricity is allowed through the wire, the metal becomes a magnet. And when a metal becomes a magnet it either attracts or is attracted to other metals. It is this movement that causes your relay to function. Now a relay has two kinds of contacts, Normally Open and Normally Closed. Normally open means that when no electricity is allowed through the coil, the relay contacts are not touching (open switch). Normally closed means that the contacts are always touching (switch closed), it only opens when electricity is applied to the coil.
A relay has two kinds of circuits, the Control Circuit and the Power Circuit. The control circuit is obviously the coil, while the power circuit are the contacts of the relay. You need to know what voltage your control circuit will be, then the voltage and power rating of the equipment where you're gonna use your relay on to. After you have these ratings, you can go to your local hardware or electric supply store and provide these information. The store tender should know what type and size of relay to give you.