Someone told me that when someone dies that you love, it's like leaving a "hole" in your life. At first, you'll keep falling in that "hole." As time passes, even though the "hole" is still there, you learn to walk around it. This answer helped me in dealing with my mother's death. I hope it helps you!
It would depend on how close you were to that relative. But no matter how close or distant you were, you will go through the grief process. You can talk to other family members and friends. You can remember and talk about memories you made together. You can do something to celebrate their life. Try to stay busy, try not to dwell constantly on their death. Do things you enjoy doing. If you find yourself getting very depressed, you could seek professional help. Look to your friends and family for support. Good luck to you and I'm very sorry to hear about the death of your relative.
It's hard to do, you'll never truly get over it.. But it gets better with time. Always remember the good times, and talk about memories of them with others. I think it helps to do that. And do things that they would have done; that's a good way to build on a good memory of them. So sorry for your loss..