As long as it is on a circuit that has a fuse it will be fine and in all likelyhood will give no trouble, the relay is probably supplied (with a horn at least) as an insurance measure to make sure that all installation possibilities are covered, but having said that it's not the best way to do it.
A relay is necessary when the device that is being controlled will draw more current than the control circuit will safely provide. A horn probably draws quite a bit of power, but without knowing anything about your horn in all likelyhood it is probably not more than the circuit can provide and if it is fused you will know pretty quickly if it's not.
Remember I know nothing about the total load on the circuit that he has used, or the current draw by the horn... hence the reason why a relay is better, it prevents possible unforeseen issues.
If he has installed a fuse in the circuit (which IMO he should have regardless) you will not fry the electrics if you use it and it draws more than the circuit is capable off.
Does that help?