Relay is neccessary if you are running leds. They do not draw enough current to work the stock relay properly.
You can buy resistors and put them in line but for $11, that realy is much easier and smarter. It is located under the seat on the right side in the tray.
Some prefer not to change them, if you don't, your turn siglans will flash at double speed which some like as it may make you more visible.
I suggest you check your local and State ordinances for legality of that. I have 2 friends pulled over for having turn signals that blink at double speed. No ticket, but enough reason for po po to have a go.