connect them to the arduino and maybe use the ReadAnalogVoltage example provided by the Arduino IDE to read the voltage output from the relay?
That says to me that you do not know what a relay is.You do not read anything from it. A relay is an output only device.It is an electromechanical switch. You provide voltage to the coil and it will switch over a set of contacts, thus allowing you to switch a much bigger current and voltage that the arduino can do alone. It also provides isolation between what you are switching and the arduino.You need to drive it with a transistor because the arduino can not supply enough current to drive most relays and there needs to be a diode across the coil.See this link:-http://www.arduino.cc/playground/uploads/Learning/relays.pdf