it is not evident that he can connect the LED to the pin of the microcontroller, it can be that the microcontroller cannot sink the current required by the LEDPlease check the attachment. It may help you.
I'm not sure why you need a relay to glow an led.
There are very easy methods to glow the led.
1. You can connect the led to uC pin through a resistor.
2. else, Using the transistor or mosfet.