dave-in-nj:
As for the relay board, it appears that it is one that does not allow separation of ground. There is only one ground connection, one Vcc connection and then the 4 signal inputs.
You need to look more closely at the photograph. 
This worried me when I first came across these "opto-isolated" relay boards, though I bought a few (two-relay version). The opto- isolators would be completely useless (well, almost) if the grounds were connected together. Fortunately, you connect the ground only to the relay supply, and not the Arduino.
dave-in-nj:
I did not find the data sheet or schematic that would show the use of the jumper.
It isn't easy!
A contributor on the Amazon page cited provided that link.