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The esp8266 module is 11 digital input / output pins, all pins with interrupt / PWM / I2C / support 1 line (except D0); 1 analog input(3.2V max input). Micro USB connection; 1MB Flash; 500mA resettable fuse.
WiFi internet development board 5V 1A switching power supply (switching power supply）onboard.
5V relay shield is a digital switch to control much higher voltages and currents than esp8266 mini microcontroller, controlled by the D1 , the relay will switch to allow current to flow or turn off, depending on wiring.
40 pin 0.1inch (2.54mm) male pin header connector PCB board pin strip electronic component, they are easy to be cut to any length if needed, you can cut or score with some electronic tool.
The pin header is an ideal connector for the PCB board and intergrated circuit, used widely in the computer and breadboard, compatible with raspberry pi or other electronic project.