Since $S^n$ is a manifold, we can pick a chart and use excision to get an isomorphism
$$ H_n(S^n,S^n - x)\cong H_n(\mathbb{R}^n,\mathbb{R}^n - 0) $$
This helps us to remember that this relative group is only concerned with local behaviour at the point $x$. (In fact we can make this simplification for any manifold with basepoint $(M,x)$.) One way to show this second group is $\mathbb{Z}$ is to use homotopy invariance and excision again to get
$$ H_n(\mathbb{R}^n,\mathbb{R}^n - 0) \cong H_n(\mathbb{R}^n,\mathbb{R}^n - int(D^n)) \cong H^n(D^n,S^{n-1}) \cong \tilde{H}_n(S^n) \cong \mathbb{Z}$$
In fact we define a homology $n$-manifold to be a topological space $X$ such that $H_n(X, X-x)\cong \mathbb{Z}$ for every $x\in X$. By this argument every manifold is a homology manifold.
We can also produce explicit elements of this group. As Max points out in his answer, the relative cycles are the singular simplices $\sigma\colon \Delta^n \to \mathbb{R}^n$ whose boundaries do not contain $0$. We can construct a function from $\Delta^n = convex\ hull(e_1,\dots, e_{n+1}) \subset\mathbb{R}^{n+1}$ to another real vector space by choosing images of each basis vector $e_i$ and then extending by linearity. In particular we can define $\sigma$ by $\sigma(e_i) = e_i$ when $i\leq n$, and set $\sigma(e_{n+1})=(-1,\dots, -1)$. Now $\sigma$ is actually an embedding, and $\sigma(\Delta^n)$ contains $0$ in its interior so is a relative cocycle. There is a homotopy equivalence of pairs $(D^n,0)\simeq (\sigma(\Delta^n),0)$, so if we use $\sigma(\Delta^n)$ in the above sequence of isomorphisms then we would see $\sigma$ gets sent to a generator of $H_n(S^n)$; therefore $\sigma$ also represents a generator of $H_n(\mathbb{R}^n, \mathbb{R}^n-0)$. To get a singular simplex representing "$-\sigma$", precompose $\sigma$ with any odd permutation of the basis vectors $e_1,\dots,e_{n+1}$ (in particular you could just switch $e_1$ and $e_2$).