The diagram isn't correct for this application. We can help, but you need to understand what's going on with the stock horn first.
The stock horns are pretty weak, right? That means they're not drawing much current. That means that size of the wire can be smaller. Think of it like a water pipe - bigger pipe, more water. Since the wire is small, it can run from the fuse box to the steering wheel to the horn under the hood. That's how the positive wire connects.
Your car's electrical system uses the car itself as a ground. The negative battery terminal is attached to the body with a thick cable. Accessories throughout the car can then connect directly to bare metal to ground. That's how the stock horn works. The nut and stud that connect the horn to the radiator support acts as the ground for the horn.
Therefore, there's only going to be one wire running to the horn. The wire running from the fuse box to the horn switch in the steering wheel is always energized when the car is on. So when you activate that switch by pushing on the wheel, you complete the circuit and the horn honks.
Using bigger horns makes things a little more complicated. Remember the water pipe above? We need to move a lot more water (energy) to run the big horns. More than we can safely run through the steering wheel. So that means that we'll need to go directly to the battery for power.
Every electrical accessory in the car runs through the fuse box. The point of a fuse is to safely melt a small, contained piece of metal before you'd melt a wire and light something on fire. Since we're going right to the battery, we need to add an inline fuse holder like
this. Now we can run that wire over to the new, big horns. We can use another wire to connect the negative terminals to a bolt on a suitable spot of bright metal to ground it.
Now we have to somehow connect the horn button to these wires. That's when the relay comes in. The relay is basically a switch activated by a switch. The relay can be activated by a small amount of current, but can switch a much larger amount of current on and off. We'll use the stock horn connection we mentioned above to now trigger the relay instead. That power wire we ran from the battery attaches to the relay, as do the horns. We also need a ground. It comes together like this:
This is how you integrate a set of larger aftermarket horns with the stock horn switch.