I upgraded mine to double horn (I call them "truck horns"), very loud.
So...
First of all, take both horns, make parallel connection between them and then touch with the wires straight on the battery terminals. Is it sounding right? If it doesn't, something is wrong with the horns. If it does, then you proceed to the next step.
You better don't even think of using power from the OEM horn. Even if there was enough "juice" from that cable, you risk burning the horn switch on the handlebars and that will end as a costly repair. That is the reason they come with relay.
Basically, you use OEM horn power source only to trigger the relay, but real power source for your horn is straight from the battery, with inline fuse. That is the propper way to do it and the only safe way.
If you don't have knowledge of wiring the relay, tell me and I'll make you a little diagram. Wiring is simple, complicated is running the wires from the front to the battery and the from the battery to the front. But if you take your time and do it slowly using a lot of zip ties along the way, it ends up nice. The most of my time I've spent looking for the place to hang new horns. OEM horn was impossible to remove, the nut was so tight. So, I ended up hanging them on the right side of the bike and left OEM horn in its place, disconnected.