It only pulls 5 amps. You do not need to connect it directly to the battery or to use a relay.
You will need to make up two male-female cable 'extensions', about 12 cm (4.75") long each, 18/20 AWG. 18 AWG is better. The Triumph cables are pretty short, and space is tight in there. It is better to reuse the Triumph horn bracket - the Denali® brackets are cr4p. Replace the grommet with a stainless steel mudguard washer. Bend it roughly as per the following photos, sand off the loose paint (from bending and clamping it) and recoat it in rattle-can satin black. Trial-fit it first, though. It must not touch the engine - the engine heat will kill the horn. It will just about touch the fan shroud, though - no problem with that. Like I said, it is a tight fit. I added a bit of insulation tape not to have too much silver in there - put a dab of silicone on the end of the insulation tape to prevent it from coming off later when you wash the bike. You will also need to bend the horn's connections somewhat - just visible on one of the photos. The dimensions are 25, 11 & 19 - my writing is atrocious. The 19 mm is roughly from the centre of the hole to the first bend.