It is hard to see and shining a flashlight on the relay will make it easier to spot.
We are looking for pins 86 and 85. They should be directly opposite from each other. These two pins are a part of the relay trigger. +12v power comes into pin 86, flows through a coil in the relay, and flows out to the ground point that pin 85 is connected to. This creates an electromagnet in the relay which moves a metal arm which connects pin 87 and 30 together. When power is cut, the relay clicks 'OFF' and the metal arm disconnects pin 87 and 30 from each other.
Car Battery Method
Grab your 40A relay and wires. Pop the hood of your vehicle and locate the battery. Disconnect the negative terminal of the battery to prevent any sort of electrical interference with the vehicle.
Take one lead of your 18-gauge wire and connect it to the negative terminal on the battery. Take the opposite end to pin 85 on the relay. You may need to use an electrical connector to hold the wire place.
Take the other lead of wire and connect one end to the battery positive terminal. Connect the opposite end of the wire to pin 86 on the relay. When you touch the wire to the terminal, the relay should click immediately. The click means the relay is in the 'ON' position, or the arm inside has connected pin 87/30 together.
If the relay does not click, double-check and make sure your connections are good. If the relay does not click still, it is probably no good.
9-Volt Battery Method
Grab your 40A relay and 9-volt battery. Locate pins 85 and 86 on the relay as shown above. Take your 9-volt battery and line it up so that the positive terminal touches pin 86 and the negative terminal touches pin 85. Touch the battery terminals to each pin simultaneously. The relay should click once both terminals are connected.