Which screw is which
With the terminal at the top and the header at the bottom, the left screw is GND and the right screw is plus. Nothing on the board prints either, so this page does, along with how much wire to strip and what the terminal's 300 V rating does not mean.
Left is GND
Hold the block with the terminal at the top and the header pins pointing down. The left screw is GND. The right screw is the input: the plus side of what you want to measure.
The board does not say so. The silkscreen names the header pins and nothing else, and the terminal itself is plain green plastic. The answer comes from the board's own files. The pick-and-place file, which gives every part's position, puts the terminal's pin 1 on the left, and the net list puts pin 1 in GND. Turned over, the left pad (now on the right) is square, which is the usual mark for pin 1. Both agree.
Put another way: the GND screw is at the same end as the header's GND pin, and the + screw at the same end as SIG. The same copper runs from the left screw to the header's GND pin. So the minus side of whatever you measure is joined to your board's ground the moment you tighten the screw.
Stripping the wire
The wire goes into the side of the terminal that faces the header, and the screw above it pushes a metal plate down on the wire. JILN's drawing for this terminal gives the numbers: wire from 26 to 16 AWG, stripped 4 to 5 mm, and the screw tightened to 0.2 N·m.
Too short a strip and the plate lands on insulation. It feels tight and makes no contact, or contact through a few strands, and the reading jumps when the wire is touched. Too long and bare copper stands outside the plastic, 3.5 mm from the other screw's wire.
0.2 N·m is not much. It is firm with a small flat screwdriver held in the fingertips, and no more: a terminal forced well past it can be damaged. Tug each wire after tightening it.
The terminal's rating is not the block's
JILN rates this terminal at 300 V and 10 A. That is the terminal's rating: what it stands between two wires without arcing or melting. It says nothing about what the block can measure.
The block's limit is its divider and your board. On a 5 V board it is 25 V, the number on the back of the board. On a 3.3 V board it is lower. How high you can go works it out. Above that the block does not fail safe, and mains voltage is never connected to it at all.
When it does not work
Set a multimeter to continuity and touch one probe to the header's GND pin, the square pad. Touch the other to each screw in turn. The one that beeps is GND. The other screw reads about 37.5 kΩ to GND, which is the two resistors in series.
Probably not, but do not rely on it. A reversed input puts a negative voltage on SIG, and the 30 kΩ resistor keeps the current small, but a negative voltage on an analog pin is outside every common board's ratings. The reading is zero while it is reversed, so the sketch cannot tell you. Swap the wires back and check the reading is sensible.
No. 300 V and 10 A is the terminal's own rating: what its plastic and metal stand between two wires. The block's limit is set by its divider and your board: 25 V on a 5 V board like an Uno, and about 15 V on a 3.3 V board. Mains is never connected to it at all.
JILN's drawing gives 26 to 16 AWG, stripped 4 to 5 mm. Ordinary jumper wire fits, and so, usually, do the leads of a 9 V battery clip. Solid wire and stranded both work; twist stranded wire first so no strand escapes to the neighbouring screw.
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