Electomagnetic Relay is also called as Electromechanical Relay. Its works on the principle of electromagnetic induction i.e. when electric current is passes through a conductor, this conductor behaves as a magnet. Hence, it is called as electromagnetic relay. And this magnetic field is used for mechanical movement of switching component, so it is also called as mechanical relay.

When electrical voltage is applied to the controlling input of the relay (see when key is ON), Current starts flow through the internal coil and it induce magnetic field by the principle of electromagnetic. This magnetic field pulls the magnetic metal toward itself as show in the animated image 2. As a result of magnetic pull, the pulled conductor is connect to the other terminal of the switch. This is the ON condition of the electromagnetic relay. When electrical voltage is removed from the controlling terminal, current through coil is stop and no magnetic field is generated. At that condition, magnetic metal is pulled by a spring (see image 2) and relay get OFF. This relay is a normally OFF type and I hope you can imagine how will be the arrangement for normally ON relay.