Replacing my old heil mercury thermostat with a new honeywell rth111

I will need to know if your system is gas, oil, or electric heat and is there an air conditioning unit. How many wires and the color of the wires. Also the letters on the old thermostat that the wires were hooked to. Also, you say you do not have anything: is the display on or do you mean the heat will not operate? If display is on, does it say heat on, or flashing heat on?

Standard wiring: Terminals (R), (W), (G), (Y), (O) (R) Red wire 24 volt input, (W) White wire: heat, (G) Green wire: fan blower, (Y) Yellow wire: Air conditioning, (O) (Heat pump only) orange wire, reversing valve in heat pump

I am going to use RTH111 to control electric base board heating by means of a relay. Eaton model C25BNB220T is the relay I am using. I am guessing I need to use the Red (R) and White (W) to do what I want. Is that right? Or do I use Red (R) and Orange (O)?