Without any other context or description, I can only offer this:
Relays are typically 5-terminal devices.
Two terminals are for the coil (the low-current part that's usually driven by a switch, button, etc.) And the other 3 terminals are the (COM)mon, (N)ormally(C)losed, and (N)ormally(O)pen which are the high-current "working" part of the relays. Very occasionally one of the coil terminals may be shared with one of the main relay terminals. This is awkward, but can be made to work. If there are fewer than five "wires", you'll need to know which ones are shared. Likely its the common and one side of the coil, but you must be VERY sure before proceeding.
The coil is rated for a specific voltage and current. If it's functioning correctly, it must be driven by the appropriate voltage in order to generate enough force to close the relay. One side must eventually supply a voltage, the other side must eventually connect to ground. I say "eventually" because different systems use either a switched hot or switched ground. Eventually though, it will be +12v------CCCCCCC------>Ground (with a switch, button, etc. somewhere in there). In a normal magnetic relay there is usually no polarity to the coil, so either side can connect to +V. Some magnetic relays and most "solid state" relays may have a blocking diode on the coil, therefore there may be a positive and negative side of the coil. This must be respected, as reversing polarity may damage the relay.
The Common is always in play (is common), and it connects to the NC terminal when the relay is idle (not powered), and the NO terminal is left disconnected. When the coil is activated, COM is connected to the NO terminal instead (and disconnected from the NC). NO is never connected to NC (unless something is broken).
I'd say verify that you have the correct relay (12V for an auto system, typically), and that your pins assignments are correct. There is a chance the relay has failed, but it would be by either too much current/wrong voltage on the coil, or too much current through the COM terminal to one of the switched terminals. In a normal all +12v system, this is pretty rare unless the relay was undersized for the load or was the wrong relay.
Hope that helps.