Single Sign On Question

Hi All,
I am trying to implement SSO using asp.net for the first time.
ASP.NEt website will hit the 3rd party sso URL and the 3rd party SSO url will check if there is any SAML response and if not then it will send a SAML request and a Relay State value.
Wanted to check with you all, is there is anything called RelayState URL??. I see a RelayState value in the SAML request.
Thanks