My sister & parents were amazing throughout our process - so if you do what they did you won't go far wrong. They listened when we expressed worries, ranted when things went slowly, were interested, yet never pushed for lots of information. They accepted every decision we made. And when DD finally arrived, they celebrated and treated her arrival no differently than if I had given birth to her.
There is a good book on amazon that we gave to all our relatives "Related by adoption: a handbook for grandparents and other relatives" by Hedi Argent. It is a good start as to what to expect.
My very lovely sil and her equally lovely DH have just started the adoption process. I know it will be a long haul as a colleague of mine has just been through it. What, if anything, can I do to support them?