If you have a multimeter, set it to DC volts. Connect the red multimeter probe to the dark blue wire. Connect the black probe to ground. Hit the horn button. Does it read 12V or more. If not, the horn may not be getting enough power to sound. If the reading is 12V or more, ensure that the connector to the horn is good and free of corrosion. If the connector is good and the ground is good, the horn itself is faulty.
The inner working of a horn is just a metal diaphram on a spring vibrated by an electromagnet. The electromagnet pulls the diaphram. The movement of the diaphram also breaks the current to the electromagnet allowing the diaphram to return and its original position. This completes the electrical circuit again and the cycle starts over. Usually there is a protruding screw adjuster on the back of the horn, that adjusts the travel of the diaphram. The adjuster is set at the factory and sealed with a small dab of paint. A horn that clicks (like yours) but doesn't sound, can sometimes be made to sound by adjusting the screw SLIGHTLY one way or the other. If this does not work, the contacts inside of the horn may have fused together. If this is the case the horn it toast.
If the voltage to horn is adequate, the horn is grounded well, and adjustment does not work..........buy a new horn. There are a lot of aftermarket 12V horns. Take your pick.
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