Connected via USB cable it will have +5 volts OTHERWISE you must enable via GPIO/"5V on GPIO" and click "ON".
Max of 1 watt (1-Amp).

Look at device datasheet.  If 5 volts, connect to "VIN", "VCC" or "+5V" (if NO VIN) on the device.
If datasheet says 3.3 volts, do NOT use this pin!

Devices:
- HC-SR04
- Joystick (via a 10K resistor)
- Mx2125 (recommend 3v3 pin)
