I am working on a heater control project for school. I found some information here:
What school are you in that they allow you to handle high voltage? You know that this may be lethal, don't you?
I joined a picture of the circuit with the parts that I don't get
If you use the code on the referenced page, Arduino GND goes to the GND pin of the Arduino, Digital In goes to pin 9 (controls the TRIAC) and Digital Out goes to pin 2. These pin numbers are for an Arduino UNO, other types may use different pin numbers.
Neutral is the neutral line of the high voltage (usually in color blue), while Line is the phase of the high voltage connection (has many different colors, depending on the country: brown, red, black, white are the most often used). Heater is the output signal that goes to the heater, that wire that is usually connected to the phase if not electronically controlled.