First, you need to assign a smith to your forge.
 
A relic cost 100 kröwns, 50 woods and 10 iron, and takes 8 months to be forged with two regular smiths. Once built, it needs to be placed in an area like a regular building. 

Please note that some specifics relics can only be built by one specific clan. You can learn more about it here : 

https://northgard.fandom.com/wiki/Relic