The pictures and text on the eBay page you have linked imply that the relay you have bought should work for your application. I say that because they do claim (at least) that the product is set up for use with Raspberry Pi and Arduino; the pictures show what appears to be peripheral circuitry that might be level shifters to take the 3.3v output at your GPIO pins, and drive the relay. If that's the case, you should be able to control your mag lock without a lot of fuss.
You are correct that the RPi won't supply the 12 v you need for the mag lock. You'll need to supply 12 VDC... it won't come directly from "the wall" as "wall outlets" provide 220v/50 Hz AC (or 120v/60 Hz in the US). However, a standard "wall wart" rated at 12 vdc that plugs into the "the wall" will supply the power you need (probably what you meant, just making sure). The current required from your "wall wart" will likely not be more than 1-2 amps, but you should be able to get that specification from your mag lock vendor.
The hookup between the RPi, your relay board and mag lock are shown in the diagram below. Let me know if you have questions, or if anything is unclear. One final suggestion: Since the specs on the relay are so "iffy", you may want to control an LED before you connect the mag lock. Relays can have an "inductive kick" when they're disconnected, and draw considerable inrush current when they're energized. Assuming your "relay board" is really that, the designer will have made provisions for these things. If after reviewing the documentation for the relay board, you're still nervous about that, re-post here, and we'll come up with a simple "protective circuit" to keep your RPi out of harm's way.
simulate this circuit – Schematic created using CircuitLab