Does the PCB that you’ve received look different than the photos here ?
Looking at the schematic, there are no flywheel diodes
http://cdn.sparkfun.com/datasheets/Dev/ … ld-v13.pdf
If you are switching non-inductive loads (LEDs, lightbulbs, etc), they are not needed. If you are switching inductive loads (motors, relays, bells), you will need to add your own diodes. Ideally, they are connected across the terminals of the device itself, but can be soldered on to the connector pins on the rear of the board.