In this photo there is neutral wire. You can use the one you bought. But like I wrote before you need to modify the wiring . That grey wire is going to switch and it’s connected to line. In smart dimmer switch has to be connected to neutral.
The gray is probably a load but, honestly, I would get an electrician to help you figure it out. Best case it works or you merely blow up your new relay, worst case you start an electrical fire when you put the breaker back on.
For me, I usually figure out what the wires are from the diagrams of the original device, then translate that to the new device and test it with multimeters, but that’s me. I’m not an electrician and I don’t want to encourage you to start a fire.
Problem is that, other end of your gray wire (actual switch) is connected to Line, in image above it should be on Neutral. So you should modify the whole switch wiring.
Other problem is that your smart dimmer is expecting three state switch, on/off, dim+ and dim-, so 3wires. So If you use your existing switch, you have only on/off.
All together… Get Shelly dimmer2, you can wire it multiple ways.