From the first link that you posted
NOTES: If you want complete optical isolation, connect "Vcc" to Arduino +5 volts but do NOT connect
Arduino Ground. Remove the Vcc to JD-Vcc jumper. Connect a separate +5 supply to "JD-Vcc" and board
Gnd. This will supply power to the transistor drivers and relay coils.
If relay isolation is enough for your application, connect Arduino +5 and Gnd, and leave Vcc to JD-Vcc
jumper in place.