How does this eBay relay board connect to the Arduino
Your module consists of both an optocoupler (large black rectangular device) and a P-channel MOSFET driver circuit for the relay.

VCC and GND are used to power the MOSFET and relay, and so should be connected to a power source suitable for driving the relay (if it's a 5V relay then the +5V and GND pins of the Arduino - if it's a 12V relay then a 12V power supply).

The interface to the Arduino is through the optocoupler. The Arduino sees that as just an LED, so you can wire it up just like any other LED.  The circuit contains a current limiting resistor already, so you don't need to worry about that at all.  So you connect the - of the input to GND and the + to an IO pin, or connect the + to +5V and the - to the IO pin, depending on which polarity of drive you want to have.

The jumper is optional to allow you to create one of those two links on the board - say connecting - to GND or connecting + to VCC so you don't need the extra wire.