Would have to check to see if electricity is getting to the winch. If not would need to trace back from winch to relay or to battery. Could be any of the above. If power is to winch, problem lies in winch. If power to relay and not past the relay, it could be the relay itself. If lack of power to relay, it would be from electrical source. The click sound is the power that goes to the relay from the switch itself and is closing the contacts to supply main power to winch. Only way to tell is to check with a tester.