You will need to start by checking some voltages. Voltage at horn when switch pressed, yes replace horn, no check volts at relay primary. Yes, check volts at relay contacts. Yes, replace relay. No, check fuses. No volts at relay primary, check volts from switch. Yes, check wiring. No, check volts at switch input. Yes, replace switch, no check fuses.
If it still doesn't work after doing the above, it's time for the auto-electrician.
Colin, November 2007