If you relay something, you pass it to another person. When you relay the information that your pet monkey is known to attack people to your neighbors, you should bring a basket of muffins.
Relay comes from the French relayer, which means "to change hounds on a hunt." It still has that sense of something passed in motion. You might run a relay race — each team member carries a baton part-way, then passes it on. We relay news, as when you take a message from Sally and relay it to Harry. A fresh work crew is a relay, and so is an electrical switch that can turn a second circuit on.