acarduinorelaywiring
I needed a SPDT relay with 240Vac so I bought this relay from Maplin http://www.maplin.co.uk/p/15a240vac-spdt-miniature-relay-n07aw
But I am heaving problem to wire this relay because it has 8 pins not like other SPDT relays 5, I couldn't find any documentation about this relay. The only thing that I have is this diagram which is printed in relay 
. Would also be helpful if someone can confirm that I need to power this relay with 12V, I will use also Arduino to control this relay
What are those "larger components"? The only larger thing is the relay, and most relays will fit on a breadboard.
This is how you control the relay (the coil is shown next to the diode), it assumes you can connect the 12V's ground to the Arduino's. Resistor, transistor and diode are normal, small components. This relay is just a few cm long, wide and high. It can switch 10A and 230V. If you tell us more about what you want to switch I can give you more directed advice.
edit re your shopping
The relay requires 90mA from your 5V power supply. That will add a couple of hundreds of mW in the Arduino's voltage regulator. At 12V in that would be 630mW, which is a pity. If you have 12V in it would have been better to use that for a 12V relay.
The TIP31 transistor is overkill. It's a power transistor, and they don't have very high \$H_{FE}\$ (the current gain). Next time go for a TO-92 general purpose transistor like the BC547. The BC547B variant has an \$H_{FE}\$ of minimum 200. Go for a high \$H_{FE}\$. This one is still OK at an \$H_{FE}\$ of 100, but I would take a safety factor, and calculate with 40. Then the base current has to be 90mA/40 = 2.25mA. A 1k\$\Omega\$ base resistor will give you 4.3mA, so that's OK.
If the heat came from the output (on the relay) you probably driving too much current through your relay, try add resistance to control the current to acceptable range.
If the heat came from the ICs, double check your module connections.
Note: Can help you better if you provide more information of where the heat came from and a link to the datasheet of the module you purchased.
Best Answer
As it says on the top:
The relay uses 240 volts AC to turn on. Sorry, out of luck with the 12V, but you can try it and it may work.