The job of a relay is just as it’s name implies. It relays power to the various electrical systems in your car. It allows high power switches to be located remotely, often in the engine bay. The controls for this switches can then be located in the cabin or from various computer systems throughout the car using low voltage/amperage. Many relays are multipurpose, which means that the same relay can be use in different positions. When one goes bad, you can lose all electrical power to the specific systems the relay controls, and should be checked alongside fuses when such a symptom occurs. A common way to tell if a relay is working is to listen for an audible click, as it switches power on and off.