Hola Emanuel

What comes after "donde" on this first sentence "Es un espectáculo donde hacen saltar al caballo" is something that "actually happens" so it is factual. There is no doubt that happens in that show, "they do make the horses jump". However what comes after "donde" in this other sentence "Necesito ir a un lugar donde yo pueda relajarme" is not expressing something that is a fact, but hypothetical, "somewhere where I may be able to relax". This is the main general rule to trigger the indicative or the subjunctive, but there are many special cases and exceptions so this very general rule is only general.

I hope this helps

Inma