Not the best of pictures.
I think that "instructables" article has confused you somewhat. It does contain some blunders but is modestly useful. You can connect a relay module
which contains a control transistor and possibly an opto-coupler, to an Arduino pin; you cannot
connect just the relay itself.
If you are going to attach modules - such as relays - to the Arduino, you need a 5 V power supply. Powering from the USB port will work up to a point, but you simply cannot
use the on-board regulator to power any extra devices such as relay modules, it is unsuitable.
A common way to power something is to use a 5 V USB "phone charger" connected to the USB port. This can supply up to 500 mA
for the system. This is limited not by the phone charger, but by the polyswitch protection device on the Arduino UNO. If you need more current, you find a 5 V fully regulated power supply and connect it to all the devices requiring 5 V - including
the Arduino itself via its 5 V pin. Note, the Arduino is not supplying
power, it is using it.