Sandyman,
Attached is the relay wiring stolen from the Ebay listing. The wire from the switch goes to terminal 86, terminal 85 goes to ground, 87 goes to the window motor using the terminal that the switch wire went to, terminal 30 gets its own power (should be fused to prevent burning cars down). The window motor is grounded in the usual fashion but as Pfreens comment, it can use a 14 ga wire. If you mount the relays in the door, then you can ground the relay terminal 85 with the window motor ground. If you were to mount the relays in the car, then ground terminal 85 to somewhere that's already grounded and have the window motor ground, again, in it's usual fashion.
Rod