For reference, here is the dodgy circuit diagram for the relay module.
Dodgy? (It's not my diagram!) The short circuit between base and emitter of the PNP transistor is clearly an error.
How does it do the high-low bit? The optocoupler is an AC input (pins 1 and 2) device.
To work active HIGH on 5 V you could remove R3, short it out and put a 1k resistor in series with the input (or of course, replace R3 with 1k).
Attached is a sketch of how you will wire your device to your relay module oplaza.
I'm shutting down here now. I'd go ahead and order that 5V relay module if you can -- it will be the easiest solution for you.
Thanks a lot for the help guys, sorry if I seem stupid sometimes, but I want to understand What im doing and not just do It , so Thanks
Just one more thing, i need the Arduino to activate the relay, with the io pin what do u mean with i dont need It?
Do you understand the voltage rating on the relay is the voltage require to trip the coil and has nothing to do with the voltage switched by the contacts? You can see the contact ratings in your very first picture (10 Amps 250 VAC etc.)
If you get a volt relay module you are more likely to be able to get the Arduino to switch it.
The 12v version you have should work. But since only you can see it and know from where you purchased it, only you can give us the information about it. Two variations of the circuit have been provided and there are many more out there. When you are able to post how you have the Arduino wired to the power supplies and to the relay module and are able to also provide the schematic for the relay module, then we can all hop back in and help you finish your project.
Attached is a sketch of how you would wire up your system using a 5V relay module oplaza. It may clarify things for you. Note that there's no connection at all between your 12V power supply and your Arduino (and that's a good thing in general!)
Good luck with your project. You're almost there!
Great, thanks so much, with this las sketch do i need to connect the Arduino to antes power supply? Ir with the 12v draen it Will turn on?
I have a hard time guessing what you mean with your last post... You still need to power your Arduino either via USB or via the barrel jack. If that answers your question. That's basically the only connection you need to make that's not shown in the last diagram.
adwsystems:
Two variations of the circuit have been provided and there are many more out there.
Well, actually, no. 
There is actually nothing to dispute. For the relay module cited in the first post,
I provided the only available schematic in reply #20, given an obvious mistake, but otherwise indicative. If you have better examples, do please cite them now. The modules related for different voltages (3 V, 9 V being out of stock, and 12 V) will differ only in the relay voltage and the value of at least R3 if not the other resistors. The schematic Curt provided in #18 is for the more common, active LOW, potentially opto-isolated single and multiple relay modules.
In fact, some time ago, I deliberately purchased one of the module in question purely to verify the circuit. It was a little while back and it seems to have moved on from the top of my computer where eBay treasures reside. 
This relay module uses an opto-coupler purely for implementing the "HIGH-LOW" switching capability; it provides no useful isolation.
And also - Curt's diagram:
Finally i found a npn transistor and made It works!!!!
Thanks so much for your help!!!! Sorry for my newbie things, im a programmer with litlle electrónic knowledge 
Last thing IS It possible to make this work with 1 power supply? If I want to attach this into a door is quite strange to have 2 power supply
And that would be why I have been asking for the complete schematic to your setup. I can’t help but wonder if you are using to power supplies and don’t have the grounds connected, which would explain most of your issues. The device, the relay module, and the Arduino Uno can all accept 12v, so yes you can use a single power supply. Likely all of your past problems will also go away.
I know adwsystem, but im trying to understand why and how to do things, so step by step was easy for me :9 thanks for your help.
so i finally used this one:
https://forum.arduino.cc/index.php?action=dlattach;topic=566517.0;attach=272591
so if i plug the 12V into the arduino it wont break out?
could you attach schema ?
