A relay in your car is basically an electronic or electromechanical switch. In essence, they function by using electromagnetism to mechanically move a switch around. Thus, it helps to complete or break entire circuits in your car. It's able to rapidly interchange these circuits on and off, whenever it's needed. Let's take the turn signal relay as an example... When you push down on the turn signal stalks, you're essentially engaging with the turn signal relay. Or, as it's sometimes known, the 'thermal flasher' or the 'flasher relay'. This then powers the turn signal switch, which then actuates the turn signal bulbs. With the relay completing the circuit, the current is able to flow to the turn signal lamp, turning it on.