Grove is just a connector convention, wire it with Grove-to-female-jumper cables (or cut one cable in half). Did a classroom kit like this on ESP32s.
Digital and analog modules:
yellow SIG (the main signal: digital or analog out)
white NC or second signal (unused on most single modules)
red VCC
black GNDI2C modules use yellow = SCL, white = SDA.
Voltage is the part to check per module. The light sensor (v1.2) and loudness sensor are analog and run fine at 3.3 V, their output stays below 3.3 V, so straight into ESP32 ADC1 pins (GPIO32-39; ADC2 doesn’t work while Wi-Fi is on). The DHT11 module works at 3.3 V too, with a short cable. The Grove relay coil is 5 V: power it from the 5 V pin (VIN on the DevKit with USB), its input is happy with a 3.3 V signal.
Don’t feed any module 5 V if its output goes into an ESP32 pin, the ESP32 isn’t 5 V tolerant.
The loudness sensor gives an envelope, not audio. Sample it every 50 ms and send the max and average for the minute, e.g. {"temperature": 21, "light": 1830, "noise_avg": 312, "noise_max": 744}, so a forklift going past shows up as a peak.