Bluno V2 with Relay Shield V2.1

Hi everyone,

I'm a new to all things electronics and I'm having trouble using a Bluno V2 with a Relay Shield for Arduino V2.1. For testing purposes I've done the exact same circuit as represented in this diagram: https://wiki.dfrobot.com/Relay_Shield_for_Arduino_V2.1__SKU_DFR0144_

But it is not working. If I send HIGH signal to D10 or press the S4 button on the shield, the circuit does not close and the LED doesn't turn on (even though the LED4 next to the relay on the shield lights up). If I do same circuit connecting the LED to D10 directly (ie., without using the relay) it works fine. I've also tested this with the other relays on the shield and the results were the same.

Does anyone know what might be the issue? What am I doing wrong?

Thanks in advance.