in modern cars horn relay is there but the thing is that the wiring is designed for stock horns which consume much less power than after market horns, so to compensate extra load of aftermarket horns relay is necessary.
Stock horn is less powerfull compared to windtones,guess its around 2.5 to 3 amps,windtones are 5amps IIRC,So better to get a separate wiring done for new set of horns as the stock wiring is meant for powering stock horns rated at a lower power.
'if you have small battery or aged battery than its good to have relay installed to give proper current'
so a relay magics up more current amazing!
There's no need to take a wire from the battery. You can connect the wires that go to the original single horn to terminals (-)85 and (+) 86 on the bosch relays also jump a small wire from 86 to 30. Connect wires from terminals 87 to the horns. The other terminals of the horns should be connected to earth. You will then have a perfectly working system.