Lets look at the two devices in one, separately first. A reed
switch looks like a elongated tiny light bulb. Inside, if your
eyesight is good, you can see two overlapping, flat metallic reeds,
that don't quite touch each other. Bring a magnet in close
proximity and they will make contact, thus potentially closing a
circuit. So you put a magnet on a moving object, like a door or
window and the reed switch on the surrounding frame. When the door
or window is closed and the magnet is very close to the reed
switch, say no farther away than a quarter inch or half centimeter,
it is activated and you can send some electricity through it, like
a switch, to an alarm. Whooops, you probably already see the
problem. We want the opposite to happen. We want electricity
flowing to our buzzer, bells, lights etc, when the reed switch is
open, i.e. magnet removed from proximity of reed switch. That's
where the relay comes in because it's a double throw switch. When
closed on two terminals, it's open on the other two, so we can
reverse the situation with our reed switch by including the relay.
Furthermore, relays can handle a lot more electrical current than a
tiny , fragile reed switch. We can use the appropriately rated
relay to even turn on some high wattage lights, when activated.