It has been a long time since I last wired up a siren, but it is quite straight forward how to do it, and you don't mess with the horn relay. Locate the wire from the horn contact under the steering wheel, and follow that down to the bottom of the column. Once you have located this, cut it, and run the top half of the wire to a on/off/on switch middle terminal. Then wire the other half of the cut wire to one end of the switch, and that will complete the horn circuit when the switch is thrown in that direction. Now, on the other have of the switch, add a 10' of number 14 gauge wire, and run that out to the engine compartment, and hook it up to a Cole Hersee Solenoid that requires a ground to activate it. I have seen these switches called "isolated grounding switch. The number is Cole Hersee 24115, but check with your supplier for less expensive substitutes. The small terminal is grounded (new wire from 3 position switch at the bottom of the steering column) to complete the circuit. The two heavy lugs on the solenoid are for battery and load (siren).
It looks just like the solenoid that Miller Meteor used for the battery switches, except that solenoid requires positive current to activate it, whereas the siren solenoid uses a ground to activate it.
You could find and clip the wire at the horn relay, and run the wire into the drivers compartment to the switch, and then back out, but that would require more wire, and is more complicated is someone were to try to figure out how it was wired in the future. I like the KISS method. You should be able to get one at NAPA.

You should be able to get one at NAPA.