They are 12 volt LEDs but they do light on 5 volts (tested) and 3 volts (also tested)
If you have already tested them on 5V and 3V without a current limiting resistor and they have not just burnt out then as I said they probably already have a current limiting resistor.
so you would just need to connect them between 3.3v pin and the gpio pin to make them light up on gpio pin going low, but connecting both the LED and the relay board to one gpio pin my be to much for the pin to cope with, maximum supply or sink current 16mA per gpio pin & 50mA total for all active gpio pins
Also your relay board will probably be using 5v for the control circuit if it is active low, which I would never recommend connecting directly to the pi gpio.
explanation of 5v relay control circuit viewtopic.php?f=91&t=83372&p=1225448#p1225448