The blue block on the relay has 3 terminals usually marked NO (normally open), NC (normally closed) and COM (common). They are connections to the contacts within the relay that open and close when you energise the relay and are separate from the power supplied to the relay at the other end of the board
As you only have a single wire connected to what is probably the common switch connection then operating the relay does nothing but move the contacts as you are not supplying power to be switched
Treat the NO and COM contacts as a switch and use then to turn power to the motor on and off
Do find out how relays work.
The Arduino drives the relay coil. The coil operates the relay contacts.
The coil and contacts are electrically separate.
Also look up changeover switches.
You have three screw terminals at the end of the module.
You need to have at least two of them wired to operate as a switching circuit and one of them must be the C (COM) terminal and the other, for your purposes, the Normally Open (N/O) terminal.
The motor needs a ground and a power connection.
The relay operates as a switch to turn the power on or off.
Look for 5V relay module.
And with that 9V battery, your motor has to be 9V and tiny.
To remove doubts, feel free to post some info about your motor here.