Modules are extensions that provide scripting resources and functionality that isn't provided in the default server. Modules also have the ability to include 3rd party libraries (such as MySQL).
The module SDK for GTA Connected is known as "GalacticC" ... It's a C library that provides all the necessary functions to create classes, namespaces, functions, and properties to use in your server resources.
How to Create
First, you'll need to either create the module source yourself or find one that already exists. Grab the sample module download, compile the module source (be sure to include GalacticC as a header!) and if all goes well, you should end up with a DLL file corresponding to the project name in Visual Studio. Rename this DLL file according to the architecture of your server, using an underscore and the architecture identifier (x86 or x64). For example, if you have a module called "MyModule", then the DLL file name should be MyModule_x86.dll for a 32 bit server and MyModule_x64.dll for a 64 bit server.
Once the module is loaded, all namespaces, classes, functions and properties it provides are available to use in scripting resources. Each module will have it's own namespace inside the module namespace. For example, if your module's namespace is "mysql" and you have a "connect" function within that namespace, then the syntax within scripting would be "module.mysql.connect()"
For more help and information regarding modules, ask on the forum or the discord!