The coil is what changes where the output is going. Wire it the same way I showed in my crudely made drawing. The output pin from the arduino is going to change the output from the relay to normally closed => normally open when a current is applied to the coil. The horn does NOT get wired to the coil contacts.
Can someone else post a video or better picture then mine that is wired with something like an LED.
87a is NC (not used)
87 is NO (horn)
30 is common (12v power supply for horn)
85 (ARD)
86 (ground)