The relay is a safeguard for your lights and wiring. While the cubes aren't really high power lights, I still recommend protecting everything and using a relay. A relay is a switch that requires a very minimal amount of power that then flips another "switch" to allow a lot of power to go to the lights.
So your in cab switch gets a small amount of power from the battery that is then used to activate the relay. The relay gets power from the battery and when it is activated it sends that power to the lights. A small in cab switch cannot handle a lot of power and will short out and not work well.
I suppose you're essentially wiring two switches.
Referring to the diagram the light bar represents your cube. So you will have your daystar switch grounded, wired to the battery, and wired to the relay. The relay will be grounded, attached to the daystar switch, wired to the battery, and wired to the cube. The light bar will have to positive wire wired to the relay and the ground also wired to the relay.
I hope this makes sense