If the modules are made by good manufacturers, then they'll have datasheets that have ample explanation of how to use the module. The easier the manufacturer makes it to use their device, the more likely someone's going to buy it afterall.

Look through the datasheet and there should be several example application circuits. The datasheet will usually include descriptions about each pin of the module. If you need to use external components to "set" the pins of the module in some way, the datasheet will usually have some equations about how to calculate the correct value and maybe an explanation of where that equation came from. It'll also list maximum, minimum, and typical drive(voltage or current) levels for the pins. When you see the datasheet mention a term you don't know, spend a few minutes looking it up. A few used to describe module pins that jump to mind are "open drain" and "open collector" - those terms tell you a lot about what components you might want to add externally to the pin.

Make sure you understand Ohm's law and the concept of a pull-up or pull-down resistor and when to use them. Also, what a decoupling capacitor does. When you see a capacitor tied to a module pin, can you tell if it's acting like a filter or a charge reservoir.

Keep playing around with it and you'll eventually build up a lot of knowledge and intuition about how to connect everything. And other people have mentioned a lot of great books to use as resources as well.