Relay clicking, but not actually working on GPIO

I believe the Opto-Isolator boards all have the JD-Vcc to Vcc Jumper, and are Active LOW, as @armor originally expected.

@wells, a Relay such as This should work well for you, per the comments.
By removing the JD-Vcc Jumper, the relay coils are not powered by the Photon Pins, see this Thread for details.