A relative pronoun "relates" a subordinate clause to the rest of the sentence. It may be found in adjective and noun clauses.
A relative pronoun is found only in sentences with more than one clause.
In modern English there are five relative pronouns: that, which, who, whom, and whose.
All but that can also be interrogative pronouns. That may also be a demonstrative pronoun.
In addition, these pronouns may take the suffixes -ever and -soever.
Examples (relative pronouns italicized):
He who laughs last laughs best. (Adjective clause)
I cannot believe that he said it. (Noun clause)