What rick said, or if you have your heart set on a bench test....hook it up outside the vehicle.....the coil side to power and ground , and the current side just to current on one terminal and see if it clicks on and comes out the other terminal....(assuming of course you are talking about you average 4 or 5 pin relay)

At the cost of a relay I'd just replace it.

an ohm meter is a good tool for part of it but you also need a battery to supply power to the control side to test the load side.

Find two that are the exact same, swap them & see if the problem moves...

What Rick said.

very carefully