Unless your alarm has on-board relays for the power door lock outputs (most do not and it will say whether it does or not), yes, you need a relay. Two of them in fact, one for lock and one for unlock.
As far as the starter interrupt, the usual scheme is that the alarm has a starter interrupt wire which is grounded when the alarm is armed. This is connected to the 85 terminal of a relay. The 86 terminal of the relay is connected to a wire that is hot when the key is in the START position. The connection from the ignition switch to the starter is broken and run through the normally-closed contacts of the relay. Sorry, I have no idea what the terminal numbers for the normally-closed contacts are, as the relay I looked at only has normally-open contacts.
(Note: The connection from the ignition switch to the starter is also usually a wire that is hot when the key is in the start position, so this wire may be connected to terminal 86 as well as the normally-closed contacts).
The idea is that when the alarm is armed, an attempt to start the car will supply 12V to the relay coil, which will open up the normally-closed contacts, breaking the circuit between the ignition switch and the starter.
This is how the keyless entry system (Crimestopper CS-865RKE with on-board relays) I installed in my 1988 Mustang GT disables the starter. I used a Crimeguard starter interrupt harness which plugs inbetween the ignition switch and the harness connector. It has a relay wired exactly as I have described above. For $15 it's a good time-saver.
The Crimeguard starter interrupt harness isn't available for the Contour, unfortunately.
