Most relays do not have a REST API like nostr.band. You have to use web sockets to get the data. Libraries like nostr-tools make it easy to do that. Also, make sure you read nip-01 and keep the nips repo bookmarked. You’ll probably need to refer to it a lot. 

https://github.com/nbd-wtf/nostr-tools

https://github.com/nostr-protocol/nips/blob/master/01.md