You are correct, a bad horn is a common thing. However, don't assume relay is working. You should hear it click when you press on the airbag in the steering wheel. The relay is located in the panel in footwell just above fuse panel.
Replacing the horns themselves is very straight forward AFTER you remove the front bumper cover (which takes ~ 20min). You'll see them plain as day once the cover is off. While you have the bumper cover off, you should clean out your radiators too
Here's a thread on how to remove front bumper cover
Good luck
PS- Horn Relay is plug 10