A relay is an elctrically enduced swtch usually triggered by a mechanical switch or sensor such as a thermostat. The termostat "very low amp system" senses that the coolant temp is over 180, sends a weak signal to the the relay triggering it to turn the fan on. The fan may require 15-25 amps and therefore need larger wire to carry that amount of current.
In the case of your lights, you want to creat a stand alone system that draws it's power directly from the battery instead of piggybacking off the existing light system. That would make all the lights dimmer, blow a fuse or possible cause a fire. Whereas a "tigger wire" T'd into the existing system and ran to a relay will work just fine.
There's also coax relays that redirect video, communications and other signals, acting more like switch boards.
Good luck
