dumb coil question

i am considering using relays to increase the power to my headlights on my '91 ford F250.  when i look at the diagrams, i see power going to one of the coil pins and ground to the other coil pin.  is it that easy?  i know if you took a wire off the pos terminal of a battery, and touched it to the frame, it would spark.  i believe because there is no load.  does the relay provide a load between the coil pins?  i just don't want to blow anything up.  i must say, i had no idea so much fun can be had with relays.  thanks.