How to connect a relay to 220 Volts outlet?
If you have a properly rated relay, you don't need to do anything fancy. Just use the right gauge wire for your power requirements.

Route the hot line through the relay, don't route the neutral line. Then of course connect the earth and neutral from each connector together. If you don't know what hot, neutral and earth are, now would be a good time to get yourself up to speed on residential wiring.

However, you will want to be a little bit more deliberate and careful than you would with 5V lines, which might include heat shrinking over any soldered connections, and carefully routing the wires inside your enclosure so that they don't move around or come loose and short out. The stiffness of the thicker gauge wire may require a little more forethought and planning while cutting and placing, but you'll figure it out quickly enough.

Lastly, everything needs to be enclosed, you can't just leave it out in the open like you can with 5V.