I'm working with a relay module to switch a solenoid with an Arduino, Im having problems because the arduino get some noise in an LCD but I'm not sure where to put the diode, there is 3 pins, In, Vcc and GND. I think there should be a diode between In and VCC/GND but looking at the internet there is a diode between VCC and GND, shouldnt it be in the In because there is a direct connection with the Arduino? Edit1 (sorry for my bad drawing)
There is undoubtedly already a catch diode in that module, so adding one won't help one bit.
You should get a module with opto-isolation and supply the relay coil power from a separate power source with no connection to the Arduino power.
Also keep the wires to the contacts well away from the wires to the LCD module.
You should, however, connect a diode across the solenoid (assuming it is a DC type!) so that it is reverse biased.
If it is an AC type then there is not much that can be done. An RC snubber will help a bit, as will a MOV or TVS but they are not greatly effective in reducing this kind of electrical noise and things will only get worse as the contacts wear.