No power from Breadboard Power Supply Module
I'm not surprised you can smell burning. You have the power supply connected backwards.

You see that little + and - symbol next to the ON/OFF jumper? That's the polarity of the two runs of pins. You have the + row connected to the - rail of your breadboard (blue) and the - row connected to the (red) positive rail.

Turn the power supply around 180° and connect it to the other end of the breadboard - the rails will be the other way around then.