After compiling and transferring the .hex file to the PSoC 6 board, I connected the board with PuTTY (the baud rate is 115200) for debugging. If everything goes perfect you will get the following response on PuTTY terminal

On message receive from AWS IoT the following output was shown in PuTTY terminal. It is a indication that everything is working perfectly.

Now, it is the right time to connect the relay board to the PSoC board. I used male to female jumper wire for the job. Here is the connection

No power is provided in the board at this moment. 

Lets, provide the power in the board. After powering the all the device is off. So all the relay LED is glowing.

When it receives Kitchen light on and bedroom light on command from the Alexa then corresponding two relays turn on.