electromagnetic switches. These devices differ in the amount of current they can pass. Solenoids are used in the starter system to allow the use of a small switch to activate the starter motor. Some old cars had a large switch to connect the battery power to the starter that you pushed with your foot.
A relay is a lower current electromagnetic switch. Not sure why so many are used, but what they do is isolate the power circuit from the trigger circuit. In the case of the starter, rather than applying 12VDC to the soleniod coil directly (which is what you are attempting) a relay receives 12VDC from a separate circuit activated by the ignition switch. In turn the electromagnet closes and feeds power via a separate circuit to the solenoid.