Unless you're an *experienced* electronics hobbyist, BEFORE you connect you Arduino / project to anything other than the USB cable... understand these things.
Read up and understand these concepts.
- Voltage (V) both DC / AC
- + / - voltages
- Current (I)
- Power (dissipation). (W)
- Vin / Vcc. 5V / 3.3V
- The importance of Ground / 0V
- Drivers - to separate your *load* from the Arduino pins.
Failing to do so will - almost certainly - eventually end in tears, and a new Arduino or interface board.