When talking about Service Bus, or Enterprise Service Bus (ESB), we are often talking about integrating heterogeneous systems and decoupling them through a middleware. Azure Service Bus not only offers messaging services such as queues and topics, but also offers a Relay service that provides a bridge between non-Azure services and the Azure infrastructure. The Relay service is sometimes referred as the service to integrate on premises solutions with the cloud but it is suitable for integrating different clouds too.
A Relay service consists of a public endpoint, available in the URI form [name].servicebus.windows.net bound to a private endpoint and hosted somewhere. Since it is really hard to expose a private endpoint in the public Internet, the Relay service provides a bridge between those clients who are Internet faced to the hosted private services, for example, inside the private LAN of a company's datacenter.