Do the Bah?'? Faith believe in life after death?

what is the belief of what happens to them after they die? and do they believe to have a personal relationship with God like Christianity does?

There is a lot of subtlety in the path of truth.

http://www.bahai.org/
http://en.wikipedia.org/wiki/Bah%C3%A1%27%C3%AD_Faith
http://www.bbc.co.uk/religion/religions/bahai/

Hope this helps.

Yes. Baha'u'llah writes, in Gleanings p 155 :
http://reference.bahai.org/en/t/b/GWB/gwb-81.html

"And now concerning thy question regarding the soul of man and its survival after death. Know thou of a truth that the soul, after its separation from the body, will continue to progress until it attained the presence of God, in a state and condition which neither the revolution of ages and centuries, nor the changes and chances of this world, can alter. It will endure as long as the Kingdom of ?God, His sovereignty, His dominion and power will endure. It will manifest the signs of God and His attributes, and will reveal His loving kindness and bounty. The movement of My Pen is stilled when it attempted to befittingly describe the loftiness and glory of so exalted a station."

You could also look at "Some Answered Questions" by Abdu'l-Baha, page 234ff:
http://reference.bahai.org/en/t/ab/SAQ/saq-64.html