Connection guidance

I want to know the connection power supply to load ac appliance, relay and current sensor.I. am doing a project to monitor the current and relay was used to cut off the load if the sensor detect something.

I am not 100% sure what you are asking.

If you want to measure the mains current to a domestic AC appliance then using a clamp sensor would be a safe way to that.

Here is an example;

The Arduino can also be used to control a relay .Make sure you use a relay that is rated to handle the voltage and current you will be using. Opto-isolated relays are a good idea for safety.