For a simple change to H4, you don't need anything but the correct female wire plug to connect the car wiring to the H4 bulb. But the headlight relays are not required only because you're switching lights. The relays are needed because of a poorly designed electrical circuit on the 911 that puts an excessive amount of current through the turn signal stalk. By installing the relay kit, you are taking/relaying the the current load of the headlights from the switch and putting it into the relays- hence the reason it's called a relay!
Like the others said, if you choose to install higher wattage bulbs, not only do you want to install relays but it's also recommended you upgrade the wiring. The existing wiring in the car is a very small gauge and can overheat. Heavier gauge wiring is a good idea to avoid a wiring meltdown. I'm sort of an electrical nimrod and even I figured out how to rewire my headlights
Euro H4 Install- Replacing H5 Lights
I like the H4 but I will say that how it mounts is crap. The H5 is much better with it's solidly mounted aiming cage that is screwed to the tabs inside the fender's headlight bucket. The single screw at the bottom of the H4 is crap because it's very easy to strip the threads in the bottom mounting tab. Plus the extra trim ring is a pain in the butt. The Porsche H5 could have been a really good light if they had used the H4 lens and bulb with the H5 mountings