There is a relay. We (the HVAC trade) tend to call it a "contactor" at the condenser.
The thermostat switches power from the transformer to the relay, which turns on the compressor, Fan motors, and control electronics.
The are common patterns, but all makes are slightly different, so you must consult the wiring diagram to determine the locations of all components. Most makes utilize the same components, but are not always in the same locations in the system.
If you really need to know, you can look at the wiring diagram that came with your unit. But be careful not to open the electrical panel, there are exposed wiring contacts and Capacitors that can and will kill you if you touch them. Even when the power is disconnected!!
If it is broken, you should consider calling a repair company to take a look at it. If it's just a cheapo window ratteler, you might consider getting a new unit, since repairs might cost more than a new unit would set you back.
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