There is a relay for tail lights and another for head lights. I think the first click you are hearing is the tail light relay. There should also be a second click when turning on the head lights.
The fusible link is near the battery. One heavy wire comes from the battery into a connector and...
mine clicks.
If your tail lights come on and your horn doesn't work, then it could be your fusible link. Or there is a fuse for the headlight, but that fuse would not keep the relay from clicking.