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I was reading some of the comments before I did my wiring.
As some has mentioned, the are a couple of posts on how to connect the relay and your RPI 3, all with different ways.
I ended up following Jeffeb3's directions and they work perfectly, no need for resistors, just the 5v and Ground and then which ever GPIO pins your require.
I did not however used the scripts as what Jeffeb3 did. I used the OctoPrint-Enclosure plug-in which has an array of GPIO functions