Can't you imagine the circuit like this? It's not working...
The thick black wire is supplying 12v through the transformer.
What I understood was that the pin in the middle of the 8-channel board was supplied with 5v to receive information from the Arduino, and the power to be supplied to the solenoid was supplied from the lower right of the 8-channel board, isn't it?
Another answerer 2
Look at the picture above and take a closer look again.
If you put DC 5V from the middle pin as shown in the picture above, there is no need to supply power to the right power supply side, just connect the jump pin (yellow).
But in your case, I think you may have connected the power supply to the wrong power supply. The left of the 3 pins is GND. The right side is 5V, and the color of the wire is usually 5V for red. Check that the power polarity is correct.
As always, mistakes are not made by machines. Mistakes are made by humans. Take a look at it step by step. Obviously there is something you are doing wrong.
Additional responses from the respondent
If you look at the picture in the answer, I also drew a connection to connect the 12V adapter.
That is, disconnect the 12V adapter connected below and connect it as shown in the picture I drew.
Additional questions from the questioner
That solenoid works at 12v voltage, so where do I have to supply 12v??
I can't even sleep during this time, can you please draw the circuit diagram so that I can understand it as a beginner?
Additional responses from the respondent
To remove means to remove the 12V adapter connection from the picture in question.
http://robotechshop.com/wp-content/uploads/2016/09/8-channel-relay.png
The green jumper in this photo is the default setting at the time of purchase, right?
Please use it as it is
Additional questions from the questioner
What do you mean by removing the 12v connection and connecting it somewhere?
Relay contacts are like switches.
It's an electromagnet (relay coil) switch.
Relay contact (switch)=====Solenoid
It is natural that this connection will not work.
Even if there is a sound of the relay contact moving, current cannot flow through the solenoid, so the solenoid does not work.
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Remove the current 12V adapter connected.
It may fail due to overvoltage.
That connector is relay coil power.
(The coil voltage) is a 5V relay, so 12V must not be applied.
Solenoid 12V should be connected as above.
For relay coil voltage, use a jumper to supply 5V