This Instructable demonstrates using a 5 volt mechanical relay as a switch to control two LEDs. There are two different wiring configurations demonstrated. The first wiring toggles two LEDs, one "on" and one "off". The second wiring switches the two LEDs both "on" or both "off".
The following video demonstrates these two different wiring configurations:
Things you will need:
Two 9 volt batteries
Two LEDs (preferably different colors)
Two resistors (with enough resistance to protect the LEDs - 330 Ohm should be fine)
One 5 volt mechanical relay - the one used in this demonstration is HK19F-DC 5V-SHG (see picture above). You can find these on amazon:http://www.amazon.com/uxcell%C2%AE-Coil-Power-Rela...
One 1K potentiometer
At least one breadboard to wire it all up
A bunch of jumper wires to make the connections.
(Optional) Multi-meter to measure the potentiometer output voltage.