Yes, use one of those fuse taps they are easy to install and then remove without leaving spliced wires.
And run a wire, small gauge is fine, from the inside fuse panel to the relay's location near battery, where power for plow will come from.
Here is a typical fuse layout for Ranger
http://www.therangerstation.com/tech_library/EDiagrams/files/Diagram_Powerdistribution_1991_3of7.JPG
You want to use an active fuse when key is in RUN position, NOT START.
The point of using a Relay is that is doesn't draw many amps, 1 amp would be maximum.
The amp rating of a relay is it's ability to "pass amps", so a 10amp relay can safely pass 10amps to a load/device.
A 60 amp relay can safely pass 60 amps.
10amp or 60amp relay would use under 1 amp to close contacts to pass the amps, the power to activate the relay is not related to the power used by the load/device that is being controlled.
The Load does need a fuse, between battery and relay is best, and under the rated relay amps is best.
If relay is 40amp then use a 35amp fuse, but 40amp fuse would be OK, not 50amp though
There are at least 4 wires for any relay.
Two are smaller wires to close relay contacts, a power wire and a ground wire, under 1 amp draw, when power is activated(key on) then the electro-magnet is active and it pulls the metal contact closed, this connects the 2 Load contacts in the relay.
When power is turned off a spring pushes the load contacts apart, if you use an under-rated relay then the spring may not be able to open the contacts to power off the load/device.
The two wires for the Load are sized for the amps they will carry.
This is the "switch part", connected or disconnected.
This is where the Load rating of the relay needs to be correct.
The device(load) is already grounded so the contacts are just for passing 12v power.
12v in.....12v out when relay is closed