I am installing my 7866 into a new/used CNC mill with a router relay (see attached image). This is the first time I'm using a relay. Would I attach the "+" side of the relay to +5volts and the "-" side to NP3 to activate the relay?

Thanks for any suggestions
Ken

yes applying the voltage to the "IN" side should activate the relay. If you are connecting to one of the outputs on the 7866 you can either turn the output on manually under "HiCON Status" or you can map it in Mach4 under outputs.