Modules are a Javascript file which is require'd by the main application. (How Real Javascript Modules are)
A good place to learn is by studying the default module files included with the bot.

Create a new <moduleName>.js file in the modules\ directory

The Module Files are real module files so if you are ever stuck Read the Documentation, but for now you can just create a file containing the following base.

module.exports = {
    name: 'Example',
    description: 'An example module',
    commands: [
    ],
};