yanivps:
If I generalize the question: What happens in a case where you connect +5V or arduino to +V of a power supply? (let's assume grounds of both are tied together)
If you connect 12volt/ground to a relay board, and the same 12volt/ground to VCC/GND of the Arduino...
Well, I leave that for you to find out.
Stand back a bit though, and wear protective glasses.
Leo..