a modULE is nothing like a dll really
A dll is a file that you compile externally, irrespective of your project, you then declare in code that you want to use it (or add a reference at design time), and then set up an instance of the DLL's class then you use its functions.
a module is compiled into the project and does not need declarations to access its functionality, it is merely a place to stuff a load of code that would clutter a form or similar. Modules rarely do much more than that, but thats just a vague example.