Is 'in relief' a correct phrase and if so what does it mean?

"In relief" is correct, and it has three different meanings.

For the purpose of relieving: I was put in the game in relief of the regular goalie.

To indicate the condition of being relieved, comforted or reassured: I sighed in relief as the door finally opened.

In art, architecture or any pictorial representation such as a map, something in relief stands out from its background, or appears to stand out: In official court painting, the figure of the King was always in relief.