Query json file using bash scropt

Your json sample is incorrect and this is why jq is complaining. You should not have any commas at the end of the phone numbers and so the json should actually be:

{
    "RELATIVES": [
        {
            "Name": "Ram",
            "Country": "India",
            "Phone": "111111111"          
        },
        {
            "Name": "James",
            "Country": "US",
            "Phone": "111111111"           
        },
        {
            "Name": "Robin",
            "Country": "UK",
            "Phone": "111111111"          
        },
        {
            "Name": "Shyam",
            "Country": "India",
            "Phone": "111111111"           
        },
        {
            "Name": "Jon",
            "Country": "US",
            "Phone": "111111111"          
        }
    ]
}

With the amended data in a file called relatives, you can use jq to achieve the output required as follows:

cat relatives | jq -r '.RELATIVES[] | "Name is "+.Name+" from "+.Country+" and phone number is "+.Phone'

-r removes the quotations around the output and + concatenates strings with values.

I'd use GNU awk and JSON extension for the job:

$ gawk '                                                         # using GNU awk
@load "json"                                                     # load extension
{
    lines=lines $0                                               # read full JSON
    if(json_fromJSON(lines,data)!=0) {
        for( i in data["RELATIVES"])                             # iterate relatives
            printf "Relative name is %s from %s and phone# %s ", # output records
                data["RELATIVES"][i]["Name"], 
                data["RELATIVES"][i]["Country"], 
                data["RELATIVES"][i]["Phone"] 

        lines=""                                                 # rinse for repeat
    } 
}' file.json

Output as requested:

Relative name is Ram from India and phone# 111111111 Relative name is James from US and phone# 111111111 Relative name is Robin from UK and phone# 111111111 Relative name is Shyam from India and phone# 111111111 Relative name is Jon from US and phone# 111111111