You need a horn relay. It serves as the relay that controls power to the vehicles horn. Usually their will be one wire coming into the horn button and to close the circuit the switch grounds that wire. When current is applied to the relay, the horns power circuit is completed, allowing the horn to function and ring.
Will a horn work without a relay?
Non-functioning horn
The horn relay is one of the components responsible for delivering power to the horn circuit. If the relay fails it will leave the horn without any power to function.
Do air horns need a relay?
To answer you question yes you definately need a relay for air horns. The purpose of a relay is to switch high currents as normal switches are not up to it.