Usb relay
The USB relay box contains one of these:
File:Https://wiki.sundance.com/images/thumb/3/39/USB relay image.jpg/284px-USB relay image.jpg
It is a simple device that converts USB to a serial UART / Comport.
When special commands are sent to the comport it either energises or de-engeriges the relay, switching between NC (Normally Connected) and NO (Normally Open. So if a wire is routed through NO -> Com, when the relay is switched on the contacts close and the circuit completes. When switched off again it opens and breaks the circuit.
NC is the other way round.
In windows you need to