If the taillights and dashlight on a 1994 Honda do not come on until the car is hot inside is there a relay problem and if so where?

As I recall, there is no relay involved in this.

When you say dashlight, you mean the lights on the guages when the headlights are on? (gauge illumination)

When you say taillights, do you mean the 'running lights' that are on when the headlights are on, or the brake lights?

If you are describing both running lights and guage illumination, then that would point to faulty light switch, loose ground wire under the dash, or fault in supply wiring. The gauge illumination has a dimmer module which can be faulty (but very unlikely to affect exterior lights)

If one of these is the gauge illumination, and the other is the brake lights, then this would point to a faulty ground wire connection as the supply circuits to these two functions is not common.