Supercuda's got this nailed. Relays (unless being used in some kind of logic circuit) typically are used to increase the current handling capability of a circuit. If you have a circuit that draws 2 amps and a switch rated at 5 amps you're golden. If you have a circuit that draws 8 amps, you use the 5 amp switch to control a 10 amp relay and again, you're golden. You see this all the time on air compressors. Up to about 5 hp the pressure switch can handle the motor load. Over that you need a motor starter, which is nothing but a special purpose relay, controlled by the pressure switch to handle the increased motor load.