Gauges and Relays

I'm new here. I'm not much of an audio enthusiast, but do tinker with wires-what little I know. I need some help wiring some stuff using relays. I already have a boost gauge, fuel pressure gauge, and air/fuel ratio gauge wired straight to a power and ground. And now I'm going to add in a wide band O2 sensor controller box. I want to rewire the 3 gauges and add the O2 sensor box together using relays to clean stuff a little bit and for all 4 to come on when the ignition is on. But I'm having trouble. I thought I'd try to wire the O2 box first because the other stuff works already. I'm just trying to figure out first how to wire this box to a relay. And once it works, I want to wire the other 3 things to relays. As far as the box goes, it has a power and ground, that's it.  I have no idea where to start. There are 5 terminals coming off the relay. What do I do with each of these to make my 4 components work. Oh, and should I use a relay for each component or should I wire all 4 to one relay since I want them all to come on at the same time? Treat me like an idiot and explain how to do it. Thanks to all.