The wire that goes to the low beams then goes to the switch and is connected to the relay coil. This is used to turn the relay on and off. This is very low power - only about 1/2 an amp. The main power goes directly to the battery and the relay contacts. When the relay closes the battery power flows to the lights. This is fused for about 20 amps.
There are many benefits to this design. Only low power wiring in the cabin. If you turn on the High beams the fogs lights will go out. You can use a smaller switch and small wiring in the cabin. The only issue is running the wire from the engine bay to the cabin.
If you are wiring driving or pencil beam rally lights move the switch feeder wire from the low beam to the high beam wire. Now if you dim the main lights all the rally lights will turn off too.