How to connect a SPCO relay?
Your "Live" (the phase) enters at P1-1 and leaves switched at P2-1. So from there you go to the load, whose other side you connect to the neutral. It doesn't seem that the neutral connects on both connectors serve any purpose, except perhaps that they avoid that you have them just lying around. So that could be a safety measure.  

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The numbers agree with the numbering in your schematic, so don't be misled by the pin arrangement on the relay: the three pins on the left are not the contacts! The diagram shows the connections, with the contacts for the relay unpowered, so the bottom contact is NC (normally closed), the top one NO (normally open).  

The dashed outline suggests that this is bottom view, but you can make sure by using your multimeter and measure the resistance between the center left pin and the ones on the right. The one which measures zero ohm is the normally closed contact, you want the other one and the center left.