Components of the Circuit

The components of the circuit are:

Making Connections

You will notice that the PIR sensor has 3 pins on the underside. They are meant to
be connected to GND, +5V power, and a digital I/O pin. The following picture
identifies each pin:

The complete circuit is shown below.

Controlling an LED with a PIR Sensor

Tuning the sensor

The underside of the PIR sensor has 2 pots, both yellow:

Is the Arduino necessary?

Notice that you could have built a circuit with a battery, an LED and the PIR sensor,
without involving the Arduino at all. This approach makes sense if you want to look at
your circuit to determine whether the PIR sensor has detected a warm object moving. But if
you wanted your circuit to respond by, say, taking a picture (which requires an add-on
camera) or recording the time (which requires an add-on RTC module) or turning on a motor,
then you’ll need the Arduino to convey the signal from the PIR to the output device of
your choice.