Hi
if your DHCP server is directly on your LAN subnet then you dont need to use the dhcp relay option.
Also, if you have access to your AP, an easy way to see if its got an IP is by looking at the LEDs. If the power LED blinks slowly then your AP doesnt have an IP. Once the AP gets an IP, it should toggle Power/Wired/Wireless and back which means its in the discovery process.
Also, make sure the dhcp server is giving IPs in the same scope/subnet as your LAN.
Finally, check that AP Discovery is enabled on your LAN port (Controller -> Management -> Discovery)