That video explains it pretty well, but Ill try to explain it here as well.
The relay you get will either be stamped with the pin numbers on the relay itself, or have a diagram showing you which pins are which.
Anyway, this is how the pioneer radios work with the bypass, and why you need to use a relay. Basically, as a way to prevent bypassing the radio and allowing you to watch videos and such while driving, pioneer came up with a way to make doing this more complicated. Most radios, kenwoods, alpines, etc, just need to see a ground signal on the e brake wire to let you watch videos. So when properly connected, if the e brake is not pulled, there is no ground signal, so you cannot watch movies. To get around this, just connect the e brake wire to the ground right in the harness, or ground it to the frame of the vehicle. Done. The radio thinks the e brake is on all the time and lets you do whatever you want. Pioneer, on the other hand, needs to see the e brake wire receive ground AFTER the radio is turned on. So just grounding the e brake wire on a pioneer will do nothing, since it sees a ground all the time.
Luckily for us, the blue/white wire on pioneer radios gets power a few thousandths of a second after the radio is turned on. Remember this for later. Heres where the relay comes in. A relay is basically an electrical switch. It has a coil, which when energized throws the switch and connects two pins of the relay. The two pins that get connected together when the relay is energized are 30 and 87. The two coil pins that control the coil to throw the switch are 85 and 86. So, by connecting that blue/white wire to 85 and grounding 86, since the blue/white is a positive polarity, current flows through the coil and throws the switch. Just barely after the radio turns on. Since pins 30 and 87 are now connected, the e brake wire now sees a ground, since the e brake is on 30, and 87 is grounded. The radio now thinks the e brake was pulled AFTER the radio was turned on and lets you watch videos.
When you shut off the radio, the blue/white wire loses power, and the relay clicks off. So that next time you turn the radio on, the same thing happens. Radio comes on, right after that the blue/white wire gets power, which connects pins 30 and 87, the radio sees a ground on the e brake line again, and youre good to go.
Hopefully this makes sense, if you have any other questions just let me know, ive bypassed hundreds of these things just like this with not one single problem. Mine has been bypassed like this for over two years.
Another thing to note. The 5 pin relays will have a pin labeled 87a. Do not use this pin for anything. Leave it disconnected. The only pins that need anything connected to them are 30, 85, 86, and 87.