Firmata is a library that can be used to connect a pi to audrino. I came across a post that goes through the steps for connecting a DHT via an audrino.
I too had purchased a similar kit but found all the sensors to be very poor quality. If you want to do DIY type sensors for HA esphome is the way to go. Esp boards have built in wifi and bluetooth making them easy to setup away from the pi.
https://www.amazon.com/gp/product/B07QCP2451/ref=ppx_yo_dt_b_asin_title_o04_s01?ie=UTF8&psc=1
https://www.amazon.com/gp/product/B081CSJV2V/ref=ppx_yo_dt_b_asin_title_o06_s00?ie=UTF8&psc=1