Thanks. I've done a little more reading and relays are starting to make a bit more sense. This was really a double question as I've got multiple projects on the go at once. One I'm sure needs a relay (powering a 0.2a fan only when a door is closed...will hook into a usb cable to get a seperate power feed to the fan) and this air sensor project, which I now know won't need a relay, but depending on the power requirements of my combination of sensors, may need an external power source. I'll need to read up on logic level converters!
The kit I'm using at the moment is:
Arduino Mega
MQ2 Gas/smoke sensor
MQ136 H2S Sensor
CCS811 Air Quality Sensor
A screen (Possibly small TFT, if not, a few small OLEDs)
BME280 pressure/Temp/Humidity sensor