I've noticed a few people asking about testing relays, so I figure I'd do a short writeup on testing relays.
For the most part, relays either work or they don't 98% of the time if they click they are good. Basically what happens is that when the relay get voltage it creates an electrical magnet inside that pulls two contacts together.
These two posts will also be helpful information for this process:
This is your standard relay:
Almost all relays will be numbered like the above picture, if they use the numbers 1-5, just use the diagram which will be like the above picture.
30: Battery/Power Source
87: What ever you want to power, like FogLights
86: When you want to turn the relay on, you power this pin. So say your foglight switch would go to this one.
To test the relay, ground pin 85, then give pin 86 12 volts. The relay should click. If it does, you can be pretty sure that it is good. However if you wish to further check it, get out a multimeter, and select ohms. Use some alligator clips or have someone hold the test leads on pins 87 and 30, the meter should read infinity. Now when you ground pin 85, and give pin 86 12 volts, you should get no resistance. You should be able to watch the meter show the relay opening and closing as you you apply and take away power from pin 86.