How to wire this

Hi all, I have one of these http://www.ebay.com/itm/5V-4-Channel-Relay-Module-Switch-Board-For-Arduino-AVR-PIC-ARM-DSP-PLC-/121198091538

my question is simply, how do I wire it up?

I have the GND on the pins, the VCC and K1-K4 going to the arduino, and my simple sketch makes it sound as if the relays are opening, closing correctly.

I have put a simple circuit of an LED going through p1 but it's not working

i have mains negative and positive going to HND and NO respectively

however on COM and NC on p1, i get nothing. I've obviously missed something and am by no means an electronic engineer so any help would be much appreceiated.

Drogo Sketch is

int p1 = 8;
int p2 = 9;
int p3 = 10;
int p4 = 11;

int led = 13;

void setup() {
  pinMode(p1, OUTPUT);
  pinMode(p2, OUTPUT);
  pinMode(p3, OUTPUT);
  pinMode(p4, OUTPUT);
  
  pinMode(led, OUTPUT);
}

void loop() {
  digitalWrite(p1, HIGH);
  digitalWrite(p2, HIGH);
  digitalWrite(p3, HIGH);
  digitalWrite(p4, HIGH);
  digitalWrite(led, HIGH);
  delay(1000);
  digitalWrite(p1, LOW);
  digitalWrite(p2, LOW);
  digitalWrite(p3, LOW);
  digitalWrite(p4, LOW);
  digitalWrite(led, LOW);
  delay(1000);
}

Hard to say without schematic, if the relay are klicking they might work. The relaycontacts are just like an pushbutton, you must connect an powersource and a lamp or LED with a resistor.

Pelle