Open up the schematic for what is in the ESP32 MODULE. There’s more than the IC in there. Decoupling caps are always a good idea since you are dealing with a radio that will have peak transmissions.

The 4 channel smart relay board is powered by a ESP32 WROOM providing the ability to safely control up to four appliances or devices on a load of 110-250 VAC/7A, 30 VDC/10A depending on your needs.