OK,
A relay is basically a remote-controlled light switch - plug something, like a lamp, into it, and you can switch it on and off with the DMX board.
A dimmer pack allows lights to be dimmed gradually in proportion to the movement of a fader on the controller (board). Some more flexible dimmer packs also have a feature that allows them to act as switches, like a relay system. We use a few spare dimmer channels set up like this to switch fans on the stage. To use a normal proportional dimmer would kill the fan due to the way the dimming actually works, and for switching anything other than generic lighting like PAR cans, a relay pack is much safer.
To run PARs off a DMX board, a dimmer pack is really the way to go. This would allow you to dim or flash the lights. A relay pack would only allow you to switch them on and off, i.e. flash but not dim.
I don't know any sites explaining more advanced set-ups, but the basic set up is simply:
DMX Controller -> DMX Dimmer Pack -> Each PAR Lamp
The link between the controller and the dimmer is either a 3- or 5-pin DMX cable. The dimmer pack has output for each channel which correspond to the channels on the board, and you plug/wire one or more PARs into each channel output. With DMX, you also need to set the start address of the dimmer pack, and set the same address on the controller. If this is your only dimmer pack, 0 seems a sensible start address.
Sorry if that was a bit of a simplistic explanation, but I could spend hours writing about the ins and outs of DMX, and I wouldn't wish that upon anybody
. Hopefully someone can point you in the direction of a site that's of use.
Alex