I want to know how to run a digital relay from a phone to a Bluetooth speaker to another device to make it vibrate.

 

There are many projects online that could help you with you project. A couple are:
https://hackaday.io/project/25868/logsand
https://www.instructables.com/id/Convert-Speakers-to-Bluetooth-speakers/
They aren't what you are asking for but they might help you find what you are wanting. If you search each site, you'll find a ton of helpful info.