Can an arduino uno power up these devices: GSM Sim800a, 4 Channel relay, LCD with I2C and DHT22 through the 5v pin, I connected the devices in a breadbord then conncected it to 5v pin,
I am using a 12V DC power supply in powering the arduino
And does the load connected to a relay module affects its power consumption?
Also pls don't judge me if I sound like a noob, I'm just a student.
Many Thanks,
It's not the number of devices that matters, it is the total current that they need. The amount of current available from the 5v pin depends on the voltage of the power supply connected to the barrel jack. Higher voltages mean that the voltage regulator will overheat with a lower current throughput.
AFAIK the SIM800 cards require a lot of current when transmitting. This is definitely true for the 4 coils of a relay module. If it was my project I would use a separate 5v power supply for those devices.
...R
not many, and not for long, with a 12 volt power source. the onboard regulator turn the excess voltage to heat. 12 volts will fry the regulator
find a 5 volt wall wart somewhere and power everything, including the Arduino, from that
Joken:
I am using a 12V DC power supply in powering the Arduino
Then you will need to find some way of providing the 5 V that is required by the GSM, the relay board (which I will presume is a 5 V relay board of some random type for which you omitted to cite the Web reference) and for that matter the Arduino itself as connecting power to the on-board regulator via “Vin” or the “barrel jack” is essentially only capable of proving enough current to operate the chips on the UNO board itself and very little else. This limitation is unfortunately not properly explained and often misleading in much of the Arduino documentation. 
Your options are to use something like a “Phone Charger” rated to 2.1 Amps - but I am not sure whether you can even pass enough current through the USB jack to power the relay board and the GSM, you would need to connect it directly to these, or get a “buck” converter to provide the proper 5 V from your 12 V supply.
In general, you need to power the UNO through the “5V” pin from the 5 V power supply which also connects to the other components but it is recommended that you disconnect the “5V” pin from the power supply while you connect the USB port to the PC for programming.
Highly recommend that you DO NOT try to power relays on the same power supply.
Each coil pulls around 80mA when actvivated and that can mess up the operations of the ArdArduino.
You can connect them but do not expect things to work properly. Simple rule of thumb, a power supply the Arduino is not. As the regulator heats up with additional load the analog section will start to drift and the digital section can go bonkers on you. If you want you can get a buck converter that will turn the 12V into 5 volts. Not to worry we were all noobs at one time.