Useful video on flashing from Andreas Spiess
It is possible to use solid core 24 AWG wires to make the connection without needing to solder them to the Sinilink board, but they may need soldering to a connector for the USB to serial adapter. Alternatively, you can strip some Cat5e cable, which has the perfect diameter to fit in this board without soldering.
If you use the Sinilink WiFi-USB with PWM-compatible devices such as LED lights or a fan, you can set
GPIO05 to PWM instead of Relay, to control the brightness or rotation speed of the device you plug in.