simple air horn on kawasaki mule

I apologize if this topic has been discussed before. I did a search and did not come up with any results. I'm putting a simple air horn on a Kawasaki Mule. The air horn came from Harbor Freight and is called an "Oooga Air Horn." It appears to be a one piece air horn with the metal cased compressor mounted on the rear of a plastic horn bell. I can find only one positive and one negative power connection on the rear of the metal compressor. The wiring diagram, as I've seen posted on here before, appears to show a two-piece horn system with a separate horn bell and a separate compressor, each with it's own wiring connections. There was no existing factory installed horn. I purchased a 12 volt relay and momentary spring loaded horn button from the local auto parts store. I connected the 87 terminal from the relay to the positive terminal on the rear of the air horn. I connected the negative terminal on the air horn to ground. I connected the 85 terminal from the relay through a momentary horn button, and then to ground. I connected the 30 terminal from the relay to the vehicle battery through an inline fuse. Since there was no original horn or wiring, I do not know where to connect the 86 terminal from the relay. If I remove the wires from the 87 and 30 terminals and momentarily touch them together, the horn sounds, so I know the horn ground is good. Using only the 3 connections on the relay: 87, 85, & 30, the horn button does not sound the horn. So I'm missing something here. And from my post you can probably see this is not my area of expertise. I'll include the wiring diagram that came with the unit, which has been posted in another thread. Any help will certainly be appreciated. And I sure would like to keep this simple. Thanks, Rod

You need to supply 86 with positive voltage.   Either with switched 12 volt if you do not want the horn to blow with the ignition off, or constant voltage if you want it to be able to blow at anytime.