Pin 30: Wire this directly to your power source.
Pins 85 and 86: One of these needs to be connected to the ground switch and the other needs to be connected to the power source, pins can be reversed. (see note 2)
Pin 87: This pin will be connected to the device that you wish to power on, in this case I have a bulb connected to the relay.
Pin 87a: This pin is the extra pin on a 5-pin relay. Use this pin if you wish to have another device power on when the relay is not triggered.
1) Pin 30: If you wire pin 30 to a power source that is positive and always on (i.e. your battery) then you run the risk of draining your battery if your relay ever fails and is stuck in the open position. Wire this to a power source that is on when your car is on to avoid future headache.
2) Pin 85: If you wire pin 85 to a power source that is positive and always on (i.e. your battery) then if you leave your switch on the relay will provide a slight drain on your battery and will be powered on. Wire this to a power source that is on when your car is on, unless you want to have the ability to turn the powered device on and off even though your car is off.
3) Pin 87a: This pin is the pin that is not available on the 4-pin style relays. If you need to use a 5 pin relay to power something on when the relay is off, then ignore the "pin 30 note" above and wire this connection straight to your battery, unless you need the device to not power on when your car is off.