Someone explain relays to me

So just got into the rzr ball game this summer and have been starting to wire some things up, my rzr is a 2015 900 S. Just ran 8 awg wire from the positive on the battery to the block under the hood, and a 4 awg from the frame to the ground block.

i installed a viper 4500 winch and ordered a power switch for it so i can cut the power off to the winch if needed and also the typical dash mount in/out switch. I’ve installed car stereo amps and systems before so I know wiring basics but never dealt with relays, the instructions warn me to always run this switch through a relay but i’m not exactly sure why a relay is needed? can someone explain this to me? I’ve always just ran my power switches through the hot wire….

Also, does anyone know how many amps a 4500lb winch can kick out?

thanks for the help guys!