Dash light relay??

Oh ok, I'm new to the whole car scene....When I bought the car the guy told me the dash lights don't work, but he gave me what he called a relay...It's brand new, it's black and gold and has conectors on it and a wheel type thing on the inner part of it....I'm only going by what he told me....All exterior lights work and the dome light works....Just none of the dash lights????