The User's Guide for Vassal describes how to use Vassal to play modules. It is included in the application.
You get to the User's Guide, go to the "Help" menu in the main Vassal application. On the "Help" menu, choose the "User's Guide" menu item. This will open the User's Guide PDF file using whatever application you normally use to read PDF files.
The User's Guide is stored locally on your machine.
You can also get it here: File:Vassal-userguide-3.1.pdf