A module is a contained block of executable code and data. For example, a DLL or EXE.
Some software vendors name their DLLs with different file extensions, for example .BPL, .ARX.
When you call LoadLibrary to load a module, you are returned a HMODULE, which is an opaque handle to a module. The HMODULE is most often the same as the module load address, but not always.
The lower few bits of the HMODULE can get OR'd with some flags to create a HMODULE value that is not the same as the module load address.
You can get the load address of a module from it's HMODULE by masking out the lower 16 bits of the HMODULE value then casting to a DWORD_PTR.
In this documentation when you read EXE or DLL or module, we are effectively referring to the same thing. It's easier to read and write "DLLs" rather than "DLLs or EXE".