You need to source some 5v relays that will work with the Raspberry Pi. The simplest solution is to purchase a 5v Relay Module Shield such as this one: eBay: 5V-1-2-4-8-Channel-Relay-Board-Module
This is the board you can see used in the You Tube Video above and works very well. I am using the 8 channel relay version which is great value. It consists of 8x 250v 10Amp Relays, perfectly capable of running directly from the Pi. (Note that if all 8 relays are engaged at the same time, you will be drawing around 600mA of power from the Pi, so a 2 amp or above power supply is recommended if powering it directly from the Pi, alternately you might want to provide power to the board with an additional 5v power source)
To connect the Raspberry Pi to the Relay Module you will need to connect wires from the GPOI pins on the Raspberry Pi to the pins on Relay Module. You can do this by any means you like, but I found using a “DIY Ribbon Cable” with connectors the simplest which can be purchased cheaply from eBay.
The first 8 relays are set to default to WiringPi GPIO Pins (GPIO 0 to 7) for you which you can change in the app settings. Attach your relay connectors the respective GPIO pin you are controlling with the PiRelay App.
If you have completed the installation and wiring of your Pi to your relay board you should now be able to switch relays with your PiRelay App.
The WiringPi Pins / GPIO Header
Check out the following page for an interactive diagram of the PinHeader on a Raspberry Pi showing the corresponding GPIO pin and WiringPi Pin number used in the PiRelay app.