Fuse and relays

Hi, is there any consideration that is need to be taken about the position of the fuse respect the relay? For example lights.

Is the same effect if I install the fuse in the 30 pin line of the relay or in the 57 pin of the relay? Or for lights that has their own relay I must put the fuse on the 30 pin side?

Mu question is because I'm preparing a relay/fuse box and I'm attaching the 12v power core from Batery straight to a relay and then connecting in parallel the 12v power core to each relay (ecu, pump, lights, etc). And then I'm fussing the 87 pin for each accessory that I want to power by the relay. I know that with the ECU, ign, inj, fuel pump, o2 sensor, fun, its OK, but I'm not sure about lights and wipers for example.

Thanks.