One of the easier ways to set up air horns like these is to take the lead that would normally go to your regular horns and use it as the hot lead going to the solenoid. The other side of the solenoid would lead to ground to complete the circuit.
If yours has been wired this way, then yes, there is a relay. All the chassis manf's use a horn relay in the circuit. If you can't locate it easily (do you hear a click when the horn button is engaged?), just follow the hot lead backwards. Normally they're fairly close by, so you shouldn't have to follow it far?
1997 37' HR Endeavor, 275hp Cat, Freightliner
03 CR-V Blue Ox, Ready Brake