Horn Help (honk honk)

[69CST4x4SWB]

Alright, I know someone on here can help me. When I bought my truck a couple weeks ago it had a crappy looking (POS) aftermarket steering wheel on it and the horn was not hooked up. This weekend I installed a new billet wheel with a grant GMC horn button on it and followed the directions hooking it up. I noticed when I touched the horn wire to something metal it made a clicking noise under the dash or maybe on the firewall. I thought it would have made the horn honk instead. After completing the install, that was the most I could get it to do when pushing the horn button or it would do nothing at all. I am guessing the horn relay is bad! Question is, where the heck it it located and how can I test it (by-pass) to see if that is the problem? Or maybe someone else has another idea as to what the problem is?!

Thanks for all the help in advance