NobleNoob:
Q: Can I add an LED between the arduino pin and the input pin on the relay board?IF SO: Do I need to add a resistor?
Not 'between' so much as 'along side'. You do need a resistor to limit the current going through the LED. Pick your LED's and use the highest resistance that gives you adequate brightness. Something around 440 ohms should work. Don't go below 100 ohms. Connect the Anode (+) side of the LED to the Arduino output pin. Connect the Cathode (-) side of the LED to the resistor. Connect the other side of the resistor to Ground. Since the LED will typically need 20 mA or less there will be no problem connecting the relay drivers (5 mA) to the same output pins. The Arduino pins can handle 25 mA easily.