Shadetree, what I have done in the past is left the factory horns where they are (wiring and all) and then wired the air horns in parallel via a switch. I use a single pole, double throw switch (SPDT, or ON-OFF-ON, switch). So, what this allows you to do is if you want the factory horn, you flip the switch to one of the ONs, if you want the air horns, you flip it to the other ON. This comes in handy if you are questioned by the police. Keeping the switch hidden also helps.
As for wiring it up, as long as you use some common sense, it will be just fine. Now, with that being said, I will also point out some things to make your life easier and to get long term reliability out of the horn.
First off, a relay has 2 sides to it, a switch side and a power side. The power side of the relay is really nothing more than a switch. This side of the relay should be wired with 12 gauge wiring as a minimum. I would tell you to remove the cover off of your starter solenoid, attach a wire to the battery terminal there, run it to a fuse (rated for 40 amps) then to the relay, to the pump, and then to ground. All this wiring should be 12 gauge. You will now have power for the pump when you want to honk the horn.
Now, for the other side of the relay. First off, I will recommend that you wire up this side to a switchable power source (ie, one that looses power when the truck is turned off). I say this so you don't wake up to a truck that has a dead battery because the relay failed or your wiring did something goofey and the horn ran for an hour or so and you didn't know it. All of this wiring will only need to be like 20/18 gauge wiring as this will all be very low power stuff. Keep in mind that the horn for your truck has power on it all the time and only activates when you push on the steering wheel because you are applying a ground, which then completes the circuit. So, if you do as I say, you will access the base of the steering column and find the wire that runs up to the horn switch in the steering wheel (I don't have a diagram that shows me this color wire) and you are going to cut this wire. The end that goes up the steering column will get attached to the center post of the switch. The other end of the wire will get attached to one of the outside posts of the switch (does not matter which one). Now to make the horn work, you are going to run wiring from your switchable power source, to the relay (switch side) and then back to the remaining open terminal on the switch.
At this point, with the truck in the RUN position, when you hit the horn button, you should have 1 of two horns to honk (the factory horn or the aftermarket one-assuming you have connected the air line between the compressor and the horns). The only caution is that if you flip the switch to the center OFF position, you won't have any horn. There are some switches out there that have simply two ON positions, but those are generally hard to find, hence why I say to find the ON-OFF-ON switch as these are dime a dozen.
If you need more help, let me know.