The outer 2 pin connector should be always on, that’s designed for a fan. The next connector with 3 pins is the laser output, it has 12V and TTL signal, then the next 2 pin is a PWM switched output for a motor or 2 wire laser (non-TTL).
I can’t tell from the picture of the laser module if that’s a 2 or 3 wire model.
You need to be using Grbl 0.9 or higher with that board. I would recommend 1.1 as it has better performance.