In "Relic Approach" your main goal is to lead your forces to the relic site, which is held by the covenant.
Your first task given by the Command is to set up an new base. Do this by highlighting the area where an outline is flashing. Your two part base will be sent down by dropship. In the mean time you have a couple of units standing around. Send them to collect the supply crates to the north, east, and finally south. These are all located in the area directly around the base. The supply crates you see to the west will have to be collected later. Your next task is to build a supply pad. Any position around the base will work. A Barracks is next. Completing the Barracks will trigger a task to make 5 marine units. After you have completed your 5 marine units, the base "lock down" will end. You are now free to continue building up your base as you please, but the more marines you make the easier the rest of the mission will be.