Relay is also called TCP/UDP mapping.
An application binds to an IP/Port, and waits for incoming connections (TCP/UDP)
Every incoming connections (or packets for UDP), are send to a predetermined address (unlike a proxy which the destination is selected dynamically according to the content or protocol)
Relay is implemented with classes: CRelay, CTCPRelay, CUDPRelay, CTCPRelayHTTP, and is demonstrated with sample: KomodiaRelay.