You got it partially, instead of a classic wall switch you need something with two contacts one to the NC relay and one to the Arduino board. Since in the market the wall switches with two contacts (4 pins instead of 2 pins) are not so common a relay with 230V coil was used.
So your wall switch will act on that relay, that will transfer the open/close position of your wall switch into two dry contacts (at least one shall be rated for 230V operations). One of these two is used to power the lamp via the NC relay, so is directly connected to the 230V.
The other is used to notify to the Arduino board if the wall switch is pressed or not, so is connected to the 5V and the input pin of the Arduino.
So until the Arduino will not be powered off, the NC relay broke the circuit of the NC relay, but the wall switch positions are reported to the Arduino board and so you could act on the NO relay from wall switch or other interfaces (we are using in Souliss driving also from Android and Modbus). When the Arduino is powered off, for example is broken, the wall switch only will work via the NC relay.
This scheme was used because Shine (that is the other developer of Souliss) was warried about lost completely lamps control in case of faults.
Generally, if you just care about drive the lamp from wall switch or other interfaces going through Arduino, simpli connect the wall switch to the board and the Arduino to the lamp via relay. In that case, if Arduino fails your lights will stay off.
Regards,
Dario.