The description says the relay will be on when the control input excedes 3V and off when the control volage is less than 0.5V.
It also says that the relay state for control voltages between 0.5-2.5 is not defined, it might be on or off or random.
The maximum control voltage is 32V.
They say it can be driven from an Arduino. This is cause for concern, the worst case output voltages may be out of specification for this relay.
You do need to add a a driver to the GPIO. eg