There are many kinds of relays. I assume you mean a normally-open, single-pole relay.

It has two circuits: signal and control. That makes a total of 4 terminals, 2 for each circuit.

The signal circuit (makes the relay engage) should have resistance. The control circuit (what the relay activates) should have infinite resistance (i.e. open).

When 12V is applied to the signal circuit, resistance in the control circuit should be 0 ohms (i.e. closed).

HTH

Dave

 

For a 4 pin 12V relay, pins 85 and 86 are the coil and should have some resistance between the two.
Pins 30 and 87 should read open (no continuity). If it is a 5 pin relay then pin 87a and 30 should have continuity and read zero or .1-.3 ohms.
Apply power to pins 85 and 86 (can be a good 9V battery, 12V would be better). You should here a distinctive click and you should read continuity between pins 30 and 87 once power is applied.

***** Make sure the relay is disconnected from power while checking resistance. *****