First off...use some black electrical tape and tape up that connection so it is darn near waterproof.
Secondly..I'd suggest putting it in by the battery. I know my buddies reached over by the battery and that's where it still should be.
To check a relay, check for power on pins 30 and 87A. One should have power all the time from the fuse and the other gets power when the relay is actuated.
Here's a great site on all kinds of electrical stuff, I am linking you directly to the relay page.
Single Pole Double Throw (SPDT), Single Pole Single Throw (SPST) Automotive Relays
