A relay is an electromechanical device used for switching heavy electrical loads in response to relatively lower input signals.
It can be recognized as a square block of different sizes, depending upon the make and the specs of the particular relay.
Commonly the SPDT type of relays are used for the transfer of electrical power from a low to high.
Basically there are five pins in the above types of releyas. Two of them are the coil leads, across which the coil ends are soldered. Among the remaining three leads, one is the pole which moves in response to the magnetic field createdby the coil.
As the name refers to normally closed point remains connected to the movable pole and thus the leads of the NC point and the lead of the pole may show continuity when no power is applied to the relay, however once the coil is nergized, the pole moves and connects with the NO point disconnecting from the NC point and vice versa.
The explanation makes it clear how to use an electrical relay and how the relay functions.