Your wiring is correct. What is wrong is your coding:
digitalWrite( relay , HIGH) It turns off the relay I don't under stand it . Usually I used HIGH command to turn on a led or anything
digitalWrite(relay , LOW) it activates the relay and load gets the power. Someone plz tell me,why it is acting the other way?
For that and most Asian relay modules digitalWrite( relay , HIGH) will turn the relay off and
digitalWrite( relay , LOW) will turn the relay on. You just need to get over the fact that you have in your mind that a HIGH output always means ON and a LOW means always OFF, it's not the case with that specific relay module.
Lefty