Andy,
RPi GPIO’s are 3.3 volt out.
Do your relay’s look like the ones in this drawing?
Specificly, are the relays 5 volt, have SRD-05VDC-SL-C on the tops?
Do you have 5 volts going to the VCC on the relay board like in this diagram?
Next the GPIO needs to be hooked to the relay you want to control, in the below case it is GPIO13 to control relay 1 so it is hooked to IN1. And a ground needs to be hooked up. It should work as shown here, when the GPIO is pulled low the relay shoud click (opening the NC side of the relay) and the LED (IN1) indicator on the relay board should light.
These diagrams were stolen from this page-
https://cayenne.mydevices.com/cayenne/tutorial/relay-switch
Let me know if this doesn’t make sense,
Ian