you should have a relays lib in your installation folder.
- Linux: usr/share/kicad/library/
- windows: somewhere in c:\ Look where KISYSMOD points to. (Kicad main window->preferences->configure paths)
Just add this lib to your project.
Not all libraries that are installed are automatically added to a new project.
(If you want to add the missing libs automatically to all new projects, you need to add them to the default template project.)
Toggle switches are either in the device lib or in some lib that has the name switch/button in it. (This libs are also in the mentioned path)
Have a look at this post (The poster had the same problem as you have):
(The solution is towards the end of the post.)