Introducing the Relay Module
A relay is an electrically operated switch of mains voltage. It means that it can be turned on or off, letting the current go through or not.
Controlling a relay with the Arduino is as simple as controlling an output such as an LED.
Notice the writing on the module terminals
COM: common pin
NO (Normally Open): there is no contact between the common pin and the normally open pin. So, when you trigger the relay, it connects to the COM pin and supply is provided to a load
NC (Normally Closed): there is contact between the common pin and the normally closed pin. There is always connection between the COM and NC pins, even when the relay is turned off. When you trigger the relay, the circuit is opened and there is no supply provided to a load.
If you want to control a lamp for example, it is better to use a normally-open circuit, because we just want to light up the lamp occasionally.