Joe,
85 is the plus side of the coil, 86 is the ground side.
Horn Relay - Red on 85, Brown on 86
The red wire on 85 is +12V (hot when key is on). The brown wire goes to the switch, the other side of the switch is connected to ground. When you press the button it completes the circuit from the relay coil to ground, energizing the relay (and the horn).
Fan Relay - Orange on 85, Green on 86
This is setup to allow you to either 1) use a switch or 2) use a thermostat.
If using the switch you ground the green sending unit wire and use a switch to connect the brown gauge feed wire (+12V when key is on) to the orange wire through a switch. When you flip the switch it sends 12V to the relay coil to energize it.
If you are using the thermostat you connect the green wire to the thermostat, and connect the orange wire directly to the brown gauge feed wire (+12V) at the dash. The coil then always has +12V when the key is on, and when the thermostat activates it completes the circuit through the coil to ground to energize the relay.
Hope this helps.
Dennis