Yep a zener and resistor will do a similar job.
Is it possible to use a voltage divider with a relay directly (without Arduino)
No, but if that's all that needs to be done a transistor should work.
Transistors aren't my forte but the signal should be able to drive one easily enough.
In general though use a resistor from your device to the base of an NPN, another pulling the base to GND, collector to the relay coil -, emitter to GND, coil + to 12v and a diode across the coil.
But it will depend on the ability of your device to drive something, Do you have a data sheet.
There are many examples on the web an din the Arduino playground I think.