To see if the relay is bad you can connect the two big posts with jumper cables. If the rig starts then you know the solenoid is bad. Also if you measure the voltage at both posts when it is activated (about 30seconds to 2 minutes depending on temps) and the voltage is different between the posts then it should be replaced.
BTW, don't bother with the ford one. Mine $60 motorcraft one lasted about 1.5 years. My $22 one from autozone has lasted almost 3 years now.
If some of the glowplugs aren't working then it won't hardly start either. You can do a websearch for how to ohm them out to see which ones are bad using the pins at the valve cover harness.