WebControl 5V is regulated by a LM2940S regulator IC. WebControl 8 board takes 250mA without any sensor. If your power supply providing 9V power to the WC board, the regulator IC will be okay without too much heat. Regulator's thermal performance is 60 C/W with max junction temperature 125C, which means that if more than 2W power consumed on the regulator IC, you must add heatsink, when room temperature is 0 degree C. With 9V power supply through it to regulated to 5V, there are 4V voltage drop on the regulator. At 250mA, that is 1W. If your room temperature is 60 degree C, that is already near the max power rating. Luckily, most of us live in a room temperature about 30C or 80F, so that the regulator can operate without heatsink no additional load.