electromechanical, you need transistor to drive it. connect PIC to transistor base using resistor such as 680 Ohm.
connect emitter to Vss, connect collector to relay coil, other side of relay coil should go to coil rated voltage (12V for example). place diode across coil (reverse biased of course).
solid state is usually about 3V and 10-20mA which is like an LED, so connection will be like an LED.