Start at the horn.
The plug has two wires, one the feed, the other the earth. Earth is the black one.
When the horn is pressed, the feed wire should show battery voltage, a multimeter from there to a known good earth point will show if feed is ok, or a test bulb will do.
If feed ok, earth is suspect, so multimeter set to resistance or continuity, check earth wire to body of car.
If no feed, follow back along the route, so presumably back to relay.
Is battery voltage reaching the relay input, does it get out when the horn switch is closed?
Relay has feed and output, and two switching connections. You say it clicks, so that suggests that the horn switch works, so either the relay is not connecting internally, or there is a connection between there, the horn and earth. Electricity is simple stuff, just needs a circuit, so follow logically to find problem.