I have not been able to get any of these relays to "click"
You've tried multiple relays? And none of them will "click"? Hmmm... Makes me wonder if something else is wrong, like trouble with your power source. Or even a dud piece of wire somewhere that's making all your tests fail!
You should be able to take a battery, some wires, and a relay, and get a small but audible "click" when you connect power to the coil. You may see a small spark when you disconnect the battery, too.
Can you describe your setup for us, a little more clearly?