groundFungus:
Does it work with a LED in place of the relay?I don't see a ground wire between the ESP and the relay module.
That relay module might be optically isolated so the relay closes on LOW.
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It does't work with LEDs in the relay.

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The GND wire is the black wire on the high left side of the ESP and the GCN wire on the Relay Module connect to the GND wire (in the picture is yellow wire) from the other source that I convert from 220V to 5V
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I checked the relay, the relay module only works when the INT (signal pin) has GND wire conect to it (The LED light up on the Relay module)